# Questions tagged [time-series]

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### Comparing two sequences of events for similarity

Suppose I have two sequences of unequal lengths whose elements are timestamps of discrete events in milliseconds: $S_1 = \{150, 200, 700, 1300, 2500\}$, $S_2 = \{300, 670, 900, 1300\}$. These ...
27 views

### Probabiliy density (Histogram) of measured data

The measured data from a gas sensor measurement system, in the absence of any excitation is as shown below. The data set consists of n = 65535 samples. The sensor output is discretized by the ...
129 views

### Generate a Time Series from Power Spectral Density Python

I am trying to generate a time series from a defined PSD function, however i tried to do this in python , with the following steps: Define the Power Spectral Density Define the time parameters Define ...
1 vote
58 views

### Dynamic Time Warping in Matlab

I want to find specific shape in accelerometer data. I have specific shape signal and accelerometer data, I want to see if they are similar. I was thinking of using DTW algorithm, to see how similar ...
• 111
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### Unsupervised Real-Time Pattern Counting in Time Signal Data Without Prior Knowledge

I'm facing a problem and it seems I can't find a working solution since a few years. TLDR : Is there a well-known algorithm or NN-model that is able to autodetect and count patterns in a time signal ...
45 views

### Equalizing Standard Deviations of Sequences through Smoothing

I have several sequences with varying standard deviations, and I want to smooth them so that each sequence has approximately the same standard deviation, which I've predetermined. I'm open to any ...
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1 vote
61 views

### transform time series different length and sampling rate with frequency domain

i want to transform my time series (each same scale) to frequency domain. There are 2 things to conside: some time series are longer then the other i have different measuring intervals which means e....
11 views

### Difference transformation and Stationarization of Moving Average

I have a temperature sensor data, I want to denoise it. The first thing that came to my mind was to take the moving average, it was very smooth but it is still not stationary. If I take the log ...
310 views

### How to find the pattern of a signal or main cycle of a signal?

I have a dataset where a certain pattern is repeatating in different time interval. The repetation of data pattern can come with slight change. I want first find the pattern (or cycle) and later by ...
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1 vote
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### Filter a 1D time series taking advantage of accuracy values for every data point

I have an assignment on a time series that contains the x positions of a point in space. This series comes with another one of the same length, where every element goes from 0.0 to 1.0 and represents ...
• 111
196 views

### Removing multiplicative noise (signal) in FFT

I've read up a little here on how to deal with multiplicative noise vs additive noise, with the most simple approach to take the logarithm of the signal to remove the noise. I'm wondering how this ...
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1 vote
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### accelerometer data processing, time drift and fft

We have have a small data cleaning issue we would like to share. Context: We have data from an accelerometer sensor worn at the hip. We set the device so that data are collected at a sampling rate of ...
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### Online algorithm to detect non-directional volatility?

I'm trying to write an online algorithm to detect when a time series goes sideways (i.e., its mean trend or mean drift is approximately zero) but is also unusually volatile. For example, in the red ...
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190 views

### Algorithm to detect down-up-down pattern in time series

I'm trying to write an online algorithm in Python to detect this below Down-Up-Down pattern in time-series. It's not hard to do roughly if I calculate 3 contiguous non-overlapping moving averages, and ...
• 163
1k views

### How to generate time-series from a given one-sided PSD?

Generating time series from a given PSD has been discussed in this and some other forums already (which I've referred some of them below) but almost all of them are mostly descriptive and none of them ...
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1 vote
129 views

### How do I convert the Amplitude from Power/Amplitude spectral density?

I recently started working on PSD of seismic signals. PSD signal can be expressed in 2 ways. One in ($PSD=g^2/Hz$) and other in $PSD=((meter/sec.^2)^2/Hz)$ and $ASD = \sqrt(PSD)$. More details have ...
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118 views

### For continuous systems that in Quasi-static / Static Equilibrium are Memoryless?

A. BACKGROUND: Apparently this question’s answer says this some static systems have memory especially those that hysteresis: Confusion about 'memoryless' meaning So the word static to me ...
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### PSD to FFT for audio [duplicate]

I'm trying to convert a noisy input to fft and extract the signal using a local average. By the way, after the transformation of fft, it was found that the values of adjacent times of the same ...
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1 vote
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### Standardizing signals from the same experiment setup with different recording tools

I've been looking to merge two datasets I have, that capture instances of the same phenomenon using two different recording tools. Both are multichannel electrical signals, but the recording tools ...
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137 views

### Deterministic process, what is it ? how can i get a better intuition for it?

so I was following this code where the author cleans the data for a time series problem. He does some feature engineering , all is well and good until he does this ...
1 vote
68 views

### Understanding shifts and superpositions in vibration sensor data

I’m looking at some measurements for elevator door vibrations from this dataset (a cleaned version of what is available here, as I understand it) and, if I plot the series of measurements, I get the ...
259 views

### How to determine multiple Periodicities present in Timeseries data?

My objective is to detect all kinds of seasonalities and their time periods that are present in a timeseries waveform. I'm currently using the following dataset: https://www.kaggle.com/rakannimer/air-...
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1 vote
68 views

### How to restore time domain signal after multiply cosine signal when cosine signal has unknown initial phase?

I use AD9954 as cosine signal generator,then use ad835 to multiply this cosine signal with antenna signal. As ,the antenna signal frequency shifted after ad835,then ...
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I want to obtain the power spectral density (PSD) of an autoregressive sequence, AR(1). The analytical solution according to this reference (page 12) is For $X_t = \phi_1X_{t-1}+W_t, W_t \sim N(0,\... • 131 0 votes 0 answers 30 views ### correct fourier transform of time series starting with different start/end times I have lots of time series where I want to analyse some periodic signal that occurs beside the signal I wanted to measure (and I didn't expect). The idea is that there's always a peak at a certain ... • 101 0 votes 0 answers 126 views ### Should I use IQ data or power data to compare 2 signals through similaritymeasures.dtw? I choose similaritymeasures.dtw to compare experiment signal exp_sig and reference signal ref_sig. Both signals are I,Q data ... • 175 1 vote 1 answer 755 views ### Pywavelets applied to time series I'm new on this field. I am applying a discrete wavelet decomposition to a timeseries and the decomposition yields subsets of the data, specifically the half. Nothing wrong with that since that is the ... • 11 0 votes 0 answers 83 views ### pattern recognition with some features in time series data I am trying to capture peaks in a time series data which has some predefined feature. Here is a snapshot of time-series data (Time series data with peaks) In this time-series I want to detect peaks ... • 21 2 votes 1 answer 477 views ### Impulse response of Time Varying Channel I have just started studying LTV channels in wireless communication. I know that$y(t) = \int _{-\infty} ^\infty x(t-\tau)h(t,\tau)d\tau$Is there any way we can calculate the Impulse response$h(t,\...
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For a signal, $s(t)$ undergoing multiple transformations of time scaling, reversal and delay, how should I approach the problem of finding the resultant output signal? s\left(\pm \frac{t-t_0}{T}\...