Questions tagged [time-series]

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2answers
49 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
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2answers
55 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: \...
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0answers
17 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 ...
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2answers
34 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
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0answers
10 views

Energy of coefficients of wavelet decomposition?

I have recently been working with a dataset associated with the paper Human Activity Recognition from Accelerometer Data Using a Wearable Device. In Section 3.1 - Feature Selection for Motion Data, ...
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0answers
22 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 ...
4
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1answer
86 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
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0answers
34 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.
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0answers
22 views

Failed to reproduce the smoothed spectrum plot from a time series

I tried to reproduce Watson's spectrum plot from these set of slides (PDF p. 30, p.29 of the slides), that came from this data of housing building permits. Watson achieves a very smooth spectrum cruve ...
0
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0answers
22 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
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1answer
88 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
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1answer
17 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
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1answer
21 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 ...
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0answers
59 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. ...
0
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1answer
15 views

How to extract the Freezing Index from Accelerometer data?

I'm working on a project to detect Freezing of Gait episodes for Parkinson's Disease patients, and according to this paper and other ones, extracting the freezing index which is "The power in the “...
0
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0answers
22 views

How to identify the frequencies of periodic peak signals in a noisy time series?

Suppose to have two time series with peak signals at different frequencies, like these two: ...
0
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1answer
62 views

Derivation of Circular Mean Square Error

I would like to understand how Eq. (36) in [2] was derived: The rationale behind the definition of circular sample mean in Eq. (37) is clear, but there is no motiviation for the CMSE definition in Eq....
1
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1answer
31 views

Are there any recursive online max/min filters for time-series

Are there any online recursive filters that can approximate local, time-varying minimum and maximum values of a time series?
1
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1answer
50 views

Need a similarity metric that describes these two curve as highly similar

I have a large number of time series data and I need to be able to compare the similarity of the curves to a reference curve. The reference curve in question is shown in red in the figure, and I'd ...
0
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0answers
62 views

How to calculate the coefficients of Auto regression model of multiple data?

I have ACF of a time series data, I want to interpolate the ACF using AR model for which I need to calculate the coefficient of the AR model The problem is I have (6000x6000) matrix of ACF and I cant ...
0
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2answers
62 views

Questions about autocorrelation, correlation, and randomness

I'm learning about autocorrelation functions and trying to calculate some from a time series. Conceptually, what is the difference between the following two autocorrelation functions? $$g_{1}(\tau)=\...
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0answers
45 views

How to find if the signals are in sync or out of sync with each other?

Considering these are two signals over time, black and red.Following are some of the properties Every Second a new data point is added over time . There is no control on the generation of the ...
0
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0answers
16 views

How to reliably identify the starting point of multiple instances of a noisy signal?

I have collected data from a person performing the same action for 10 iterations. As shown in the figure, signals from all iterations look very similar, but contain some unwanted noise in some ...
1
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1answer
35 views

How do I find variance from the PSD of a stochastic process?

I have a time series that consists of noise and a signal, shown here windowed and Wiener filtered: and the PSD of just the noise (used in filtering): I want to find the variance of the noise using ...
1
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1answer
46 views

How to create a wide-sense stationary time series with a frequency of 40 Hz?

I want to create a time series in MATLAB which has a peak frequency of 40 Hz but is also a wide-sense stationary random process. I then want to use power spectral density estimation to recover the ...
0
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1answer
97 views

Decimating Non-Uniform large time-series data

I'm working with accelerometer data that is sampled at a non-uniform rate. There are major gaps in the data. Below is a scatter plot of the data I can also give a sense of the frquencies at which ...
0
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0answers
20 views

Filtering noise from periodic time series

Apologies if this is answered elsewhere, but I'm not a signal processing expert and am probably not using the right words to describe my problem or search for answers. I'm tracking people's feet ...
0
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2answers
94 views

how can we align wto signals with a time lag in between?

I have two signals from two different sensors. I cropped the area i am interested in from both sensor signals. The problem is that the signals start at different time instants. I am searching for a ...
1
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0answers
27 views

Time spans in coherence computation

Currently I'm writing my master thesis and I'm having troubles with coherence definition. My question is similar to https://stats.stackexchange.com/questions/92412/clear-steps-to-calculate-coherence-...
1
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2answers
33 views

How to calculate the Gain (in dB) given ω₁ and sampling time, T, of a discrete transfer function?

Having the Transfer Function of a discrete system as such: $$H(z) = (1.011)\frac{z-0.9756}{z-0.9975}$$ How would you find the gain at ω₁=3 rad/s at a sampling time of T=0.25 seconds. The answer to ...
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0answers
21 views

decouple signal from environmental effect

Sensor signal depends on environmental factors such as temperature, relative humidity. Temperature compensation is relatively straightforward. But I am not entirely sure how to model the effect of ...
0
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1answer
55 views

estimation of ARMA(1,1) with MA parameter greater than 1

I am working with the following simple ARMA(1,1) model: $$ z_{t+1} = \phi z_{t} + \theta\varepsilon_{t} + \varepsilon_{t+1} $$ In my case $\theta$ depends on some other parameters, and, therefore, I ...
2
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1answer
189 views

Statistic that is responsive to changes in time series, yet not too volatile

Let's say I have a fairly volatile time series $X_t$ - it doesn't have any reason to show an upward / downward trend, but it does show drops and spikes from time to time. It can also change level (e.g....
2
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0answers
40 views

Relating Fourier and power-law descriptions of noise

I'm trying to understand this PDF, which is in English but has Polish authors, so there may be translation issues confusing me. The subject is the frequencies of sentence lengths in novels. Eq. (1), ...
0
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0answers
18 views

How to correct for “track jumping” for multi-lined time series

I am creating an algorithm that tries to estimate three time-series that should not cross each other (voice formants). The problem is sometimes the algorithm mistakes one time series with another and ...
0
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3answers
471 views

Is $x[n]=(-1)^{n^2}$ periodic?

Is $x[n]=(-1)^{n^2}$ periodic? The answer said no, but when I draw it on a graph, it seems to be periodic, with fundamental period equal to $2$.
1
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2answers
1k views

How to compare and measure the similarity between two between two signals?

I'm working on different sensors data, the question is this: I have two signals (coming from two different sensors measuring two different phisical charactheristcs of the same "object"). I know for a ...
0
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1answer
37 views

Test for Equivalence of two time series

I wish to test whether two time series are equal. So I believe best way to define equivalence is that given two time series, say $\{x1_t\}$ and $\{x2_t\}$, we show that both the series come from the ...
1
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1answer
93 views

How to determine the phase of a time-sampled periodic signal?

I know this is a rather common and a rather simple problem, but somehow I can't find a solution that is equally simple to understand (and implement). I have a signal that closely resembles a noisy ...
1
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0answers
23 views

Wignerville of market data [closed]

I am trying to get some insight into market data, in this case the stock KO. Here is the chart: If I take the wignerville of ...
1
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0answers
368 views

SNR computation in frequency domain with scipy.fftpack.fft

I have a noisy time series (gaussian coloured noise) to which I add a signal. I call the sum of noise+signal a segment. In the picture you can see an instance: I want to compute the signal-to-noise ...
0
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1answer
82 views

How to group similar patterns together that are shifted along the x axis?

I have a set of time series plots that are shifted along the x-axis. I am looking for an algorithm using which I can group them together. My end goal is to average them. While reviewing the ...
1
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2answers
1k views

How would you use machine learning for peak detection?

I have a noisy signal and I'm trying to find a way to detect peaks with ML. The "peaks" are easy to find as human because they are rhythmic and have the same "general" shape but the amplitude and ...
-1
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1answer
54 views

How do I obtain the fourier series coefficients for a signal obtained by multiplication of two signals of different frequency?

What i assume here is that LCM of time periods of the two taken signals exist that is signals periods are not like pi/2 and 1 but are rather like 1 and 2 (just an example) I am given fourier series ...
0
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0answers
78 views

Negative Exponential Filter SciPy

I'm trying to transform a time series with a recursive filter to model a feedback. I was able to do a simple filter like : ...
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0answers
15 views

Gray Level Dependence Matrix applied to time domain signals

It make sense to calculate gray level dependend matrix on al time domain signal in order to extract features related to that matrix? I have EEG signals from stroke people in the time domain. My goal ...
1
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1answer
143 views

Amplitude and Phase of FFT gives messy results - Matlab [closed]

I'm trying to calculate the spectrum magnitude and phase of a signal, but when I plot them I get pretty messy results: The signal is displayed on the right, then I have the magnitude and phase of ...
2
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3answers
375 views

Causal unstable system turn into stable anticausal?

I would appreciate it very much if someone would be able to provide some clarity, help or comment on this problem. I have been reading several papers on time series identification such as https://www....
0
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2answers
258 views

Fourier Transforms, symmetry, real/imaginary

I was hoping to clarify if the following was correct: A real function (neither even nor odd) in time exhibits conjugate symmetry in frequency, so the real part of the frequency response is even, and ...
0
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0answers
274 views

How to compute the energy of a time series?

I am analyzing the vertical component of 1Hz sampled geomagnetic data. These data were band-passed filtered around 0.01Hz (100s). I would like to compute the daily energy contained in these time ...