Questions tagged [time-series]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
0answers
18 views

2D space and 1D time evolution of a random field

I also asked this on math stack-exchange, but it is also relevant for the signal processing community. I want to develop a 2D random field and its change with time with constant velocity. My process: ...
1
vote
0answers
37 views

How to remove noise from the signal?

I'm new to DSP and currently working on time-series data. The mentioned time series (of Toe) is extracted from a video tracking various body parts of an athlete. Ideally, there shouldn't be any ...
0
votes
0answers
25 views

Gabor uncertainty and time-frequency resolution

I have a question about Gabor's uncertainty theorem, and how it relates to time and frequency resolutions. As I understand it, Gabor's uncertainty theorem states that the standard deviations of a ...
0
votes
1answer
32 views

n independent, normal, random variable distribution

There is 2 time-series signal and we have to compare the distribution of them. I have heard there is a theory that says for n independent, normal, random variables of a series with many members, the ...
0
votes
0answers
9 views

Split Electroencephalogram data into interictal and preictal segments

I like to build a classifier to predict EEG seizures for my undergraduate work. I read that researchers tackle this as a binary classifier: interictal (normal behavior of the brain) vs preictal (...
2
votes
2answers
52 views

Methods for time series estimation in time domain

I am trying to estimate the clean form of a time series, $u(t)$ that is corrupted by additive White Gaussian noise $w(t)$ at a particular SNR. The received signal is: $$y(t) = u(t) + w(t)$$ My first ...
0
votes
2answers
25 views

Can i represent a Time series signal as a spectogram image with desired shape

I am trying to represent sensor data in spectrogram form. The data set consists of multiple 1D time series with a constant frequency of 1024 Hz taken from observations, cut into 1-minute sequences. ...
0
votes
0answers
10 views

Optimal fiducial marker design for signal registration

I have scalar, time series data being produced by a set of measurement devices. For simplicity, assume that all the devices operate at the same sampling frequency (I can always interpolate if not). ...
1
vote
1answer
24 views

Constrained interpolation/smoothing of multi-dimensional time series

Consider an $N$ dimensional time series $x_i(t),~i\in\{0,1,\cdots, N-1\}$ where $x_i(t)$ is smooth. It turns out that for all $t$: $x_i(t)>x_{i-1}(t)$. The multi-dimensional series is sampled at ...
0
votes
0answers
31 views

Is it possibel to use CNN to bandpass signal?

I have a time serie dataset and want to train a CNN-LSTM model to predict as well as detect outliers. How can I use CNN to filter the signal and extract features from specific frequency band?
0
votes
0answers
33 views

Peak detection in noisy waveforms

I have a set of 1-dimensional time-series, a subset of which contain either one or two peaks, and the remainder of which are pure noise. I've smoothed these data by ...
0
votes
1answer
43 views

Different mathematical signal models for different applications

I am looking for some interesting and physically meaningful applications of different signal models. I am currently working with complex analytic signal model given below, but I couldn't come up with ...
0
votes
1answer
35 views

Is a continuous time aperiodic signal discrete in the time domain?

This is a statement I have read from a textbook: Whenever we have periodic signals continuous or discrete time the frequency domain is discrete and time domain is continuous. Whenever we have ...
0
votes
1answer
41 views

Calculating power of brain signals

I have a dataset that contains EEG (or MEG) recordings of brain signals during some cognitive tasks. Each row, shows the source estimates of neurons in a particular region. source estimate contains ...
0
votes
0answers
20 views

Correlation metric for time series with non-constant proportionality

I'm looking for a robust metric to express the similarity between two time series having the same behavior, as simplified below. When one increases, the other increases (same for decreasing or being ...
0
votes
2answers
122 views

Why does my amplitude change upon inverse Fourier Transform when I am only randomizing the phase of the fourier transform using Python numpy?

I am trying to make a surrogate time series of a discrete data series using python, basically I wish to keep the amplitude same and change the frequency I take a Fourier Transform of the data I ...
0
votes
2answers
48 views

How to find the interval peirod from a series of discreate time (numbers)?

I have a series of time, they look like this: ...
0
votes
0answers
8 views

Error in check.datum(x1) : biwavelet package R

I am using CWT through biwavelet package to generate results of the Continuous Wavelet Spectrum of a time series. I have 443 observations of the time series. I want ...
3
votes
0answers
43 views

Running window design for irregular or nonuniform time series

I have to deal with multiple time series $X_n$ that are non-uniformly or irregularly sampled at increasing times $\Theta=\{t_k\}_{k\in \mathbb{Z}}$ ($ t_k<t_{k+1}$). In case this could help, this ...
0
votes
0answers
6 views

Predicting the class of an event or its probability in n days after

I have a dataset with time series and for some of them (test sample) dates are known (maybe from zero to several pieces per time series), which we will call target events, the occurrence of which I ...
0
votes
0answers
21 views

How to interpret a break in linearity when performing detrended fluctuation analysis?

I have time series with 1048 values and when I perform detrended fluctuation analysis on this time series (using the windows or scales of 2^4 to ...
1
vote
0answers
21 views

Estimating Average HR from PPG sensor

I am reading Smartphone based Blood Pressure Monitoring via the Oscillometric Finger Pressing Method, which is trying to estimate blood pressure from a PPG sensor and a small applied force finger ...
0
votes
2answers
41 views

Power Spectral Density as a single number confusion

I'm trying to recreate the results of a machine learning applied to the DSP classification in the article: link. I have a signal (activity measurements from a smartwatch) per patient, so about 30 ...
1
vote
0answers
19 views

How to select the ARMA model parameters?

I have a series of data containing 120,000 points. The mean of each N(=60) point is zero. I want to forecast the next 60 points using the ARMA model. My question is, specificaly, how to choose the ...
0
votes
1answer
90 views

problem with FFT in PYTHON

so, I got a time series data. t = array (of regular interval starting from 0) length of t = n = 2080 dt = temporal spacing = 2.e-10 I have a set of data at t values E(t) = array Now, since I want to ...
0
votes
1answer
61 views

Comparing two Accelerometer signals in time domain

As a research to answer my question, I've been reading several posts on this stack with a common thread of "comparing signals". The methods recurrently suggested were to use DTW, correlation ...
0
votes
0answers
13 views

Calculate ACF in C++?

I would like to manually reproduce the method that authors of an article used in their research (DOI: 10.1038/s41598-017-02750-9 (Page 8. top)). It is mentioned as "ACF", so I wrote ...
0
votes
2answers
83 views

Processes/Transforms involved to get brainwave data from raw EEG? (Autocorrelation confusion)

Not clear on what the autocorrelation function of raw EEG means physically why can't you take the FT of a the EEG itself and get frequency data? With BCI & basic electrode setups you can ...
0
votes
0answers
12 views

Discrete Wavelet Transform Time Series

My problem is to cluster some time series together. But due to a huge length I was interested in using some methods to reduce the dimensionality. I was thinking of Discrete Wavelet Transform since the ...
0
votes
1answer
368 views

Python: Dynamic Time Warping, what actually is a 'similarity score' and how to compute it?

I want to compare two time-series data to see their similarity to each other. For this task, I use Dynamic Time Warping (DTW) algorithm. I have tried the implementation using Python ...
2
votes
0answers
71 views

What is the physical significance of statistical quantities like mean, variance, skewness and kurtosis of a digital signal?

I understood the mathematical meanings of the mean, variance, skewness and kurtosis. But when we calculate these quantities for a signal (say a digital audio signal), what physical meaning do they ...
0
votes
0answers
25 views

Removing frequencies and reconstructing signal

I am trying to implement this section of this paper: https://arxiv.org/abs/2012.15846 The rPPG signal is the spatial average of green value per frame over a video. Head orientation signals are a ...
0
votes
1answer
48 views

Good test for periodicity between signals

I have two timeseries signals. They look like this: Each signal started out from the same array, but each received different preprocessing treatments. Ultimately, each signal represents the breathing ...
0
votes
1answer
111 views

Why does alpha of 0.5 in detrended fluctuation analysis indicate randomness?

I'm trying to get an intuitive understanding of the different coefficients in detrended fluctuation analysis (DFA). It is used to detect fractal patterns in time series and it yields a coefficient, ...
0
votes
0answers
27 views

Periodogram of time series with multiple seasonal behaviors

I have a time series of sampled for every 5 minutes for 20 years of some geological signal. I would like to generate a periodogram in order to analyze what seasonal behavior affects the signal. At ...
3
votes
2answers
64 views

Help with denoising signal and periodogram analysis resources

This is a cross posting from the crossvalidated stack exchange as I thought this may be a better forum to ask. I have a dataset consisting of respiratory time series signals of different lengths ...
0
votes
0answers
16 views

How to find epochs where two time series are less aligned than they should be?

I have two time series that normally should be quite aligned, in the sense that they should show similiar behaviour - i.e. when one goes up, the other should also go up, etc. Unfortunately, they are ...
0
votes
1answer
59 views

Is this statement correct from DSP aspect?

So, In my report I am comparing the related works, In most of the previous work, researchers have used spectrogram as input to vanilla CNN and classify. Where I am using different handcrafted features ...
3
votes
2answers
52 views

How to detect start and finish of temperature control in temperature time series

I have a huge dataset containing temperature data inside a building. I want to extract the time that the building starts and stops controlling the temperature (approximately around the vertical black ...
0
votes
2answers
77 views

Series Sum Operator Properties and Identities

As I was reading my book, I came across the following expression: \begin{equation} \sum _{n=-N}^N\sum _{m=-N}^N \phi \left(n-m\right) \end{equation} Then the book said, if we let $k = n-m$, then: \...
0
votes
0answers
19 views

Better way to turn time series spikes/high frequencies into discrete signals?

I am just wondering if there is a better way to transform time series data spikes/high frequencies into discrete signals? Currently, I have time series data that I am applying a median filter to loop ...
0
votes
2answers
45 views

How can I call the area under an impulse/spike?

I am looking for an appropriate term to express the area under a spike or impulse for time series signals. The term "Briefness" is probably not appropriate since the amplitude should be ...
0
votes
0answers
25 views

Redundancy when using Nyquist rate for a time series

I sample temperature at one sample per second (the hardware I am using takes the temperature at this rate, so this is the max I can efficiently sample.) The Nyquist rate for this signal would be 2 ...
5
votes
1answer
94 views

Recommended Resources / Literature Search Terms for a Solutions to a Specific Kind of Multi Harmonic Signal Structure

Hopefully this isn't considered too off-topic. I'm working in industry these days and came up with a solution to a signal processing problem we'd been facing. I'd like to get a sense as to whether ...
0
votes
0answers
35 views

How can I find the delay between two signals? [duplicate]

I am using NARX in Matlab. Is there any method to find the delay between input and output signals? My aim is to decrease memory length by finding the delay. TIA.
0
votes
0answers
25 views

Detrending multiple signals

I have multiple time series coming from pings of phone applications in a specific area. I am suspecting that the signal is sometimes bigger and sometimes lower not because the actual signal is bigger ...
5
votes
1answer
121 views

Why Cramér spectral representation and not DTFT for stochastic process

In a lot of time-series analysis references I find (written by mathematicians or statisticians rather than engineers), I find the following signal decomposition for a stochastic process, termed the &...
0
votes
1answer
31 views

Are ACF plots sufficient to detect white noise assuming probable existence of non linear associations?

ACF plots use autocorrelations tests to determine associations in time series. Autocorrelations, however, only measure linear associations. To my understanding, certain non-linear associations can ...
1
vote
1answer
29 views

FFT question as it relates to Neural Networks / Supervised Learning Models

So I've been researching wavelet transforms and FFT. I want to feed wavelet transforms of a 1D signal in time into a neural net and train against a target variable at each time step. The idea being ...
0
votes
0answers
64 views

Probability of similarity for two random white noises

I'm looking for the method to calculate theoretical similarity of two random noises $x$ and $y$ with mean $0$ and standard deviation $1$, I've got also $12500$ samples of signal, sampled $2.5$ Ga/s. ...