Questions tagged [time-series]

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5 votes
1 answer
70 views

Finding periodicity in discrete events II - missions to Mars

Per the Space Exploration SE question Are launch windows to Mars avoided if they result in landings during dust storm season? the synodic period of the relationship between the motion of Earth and ...
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2 votes
3 answers
199 views

How to align timeseries by decimating while preventing aliasing?

I have two pandas DataFrames, dfb and dfv, where dfb has a higher sampling rate than ...
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0 votes
1 answer
41 views

How to detect the end of a period of a repeating pattern in some time series signal

I have an incoming stream of time-series data which looks like in the below figure :- I want to detect the end of each cycle in real-time (marked with red arrows) using C language. What would be the ...
2 votes
0 answers
27 views

Best 'SNR-like' detection statistic for time series signal in the wavelet domain?

What is the best way to define a detection statistic for a time series event trigger generator, which computes the wavelet transform of some time series data? I want such quantity to be similar to a ...
0 votes
2 answers
41 views

Do the first k elements of DFT (Xn) correspond to k lowest frequency components?

Do the result of DFT (Discrete Fourier Transform) of a 1D sequence order as low frequency to high frequency? and why is that?
1 vote
1 answer
244 views

Discrete Time Signals - Time Scaling and Time Reversal

On the top graph, we can see a discrete-time signal $x[n]$. I don't understand how for the signal $x[3-n]$, the impulses with magnitude $1$ still are at the positive indices $n = 1, 2, 3, 4$. Why ...
1 vote
0 answers
25 views

Resampling a signal with variable frequency [duplicate]

I haven't touched my signal processing courses for a long time and I forget how to work with these kinds of signals. I have a signal that comes from a sensor that has 3 time periods. The time vector ...
2 votes
0 answers
58 views

Random telegraphic noise and Lorentzian noise power spectral density

Following the example of the Lorentzian noise power spectral density shown above (ref), I would like to clarify the following: In the first figure (labeled by (c)), May I please know why the constant ...
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2 votes
1 answer
101 views

Construct complex signal from a real-valued time series and Hilbert transform

I have a time series measurement $v(t)$ from a physical nonlinear system and its power spectrum $E(f)$ look like the following From a theoretical point of view, the solution of the system is modeled ...
2 votes
1 answer
261 views

In time series analysis, is taking a multi-period difference equivalent to a band-pass filter?

For time series, a simple high-pass filter is obtained by subtracting the previous value from each value: $y(n) = x(n) - x(n-1)$ If I take a multi-period difference: $y(n) = x(n) - x(n - a)$ where $a &...
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1 vote
0 answers
98 views

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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0 votes
1 answer
52 views

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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2 votes
3 answers
108 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
1 vote
1 answer
355 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
0 answers
62 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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2 votes
2 answers
95 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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0 votes
0 answers
21 views

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
1 answer
36 views

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 ...
-1 votes
1 answer
83 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
1 answer
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 ...
0 votes
1 answer
116 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
0 answers
49 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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2 votes
1 answer
106 views

difference in the spectral densities of autoregressive sequence by FFT and analytical solution

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,\...
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0 votes
0 answers
24 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 ...
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0 votes
0 answers
91 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 ...
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1 vote
1 answer
326 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 ...
0 votes
0 answers
37 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 ...
2 votes
1 answer
235 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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2 votes
1 answer
121 views

Time Shifting, Reversal and Delay

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}\...
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4 votes
1 answer
155 views

Frequency representation of relaxation processes

I simulated a discrete sample of a variable whose autocorrelation function (ACF) should theoretically be composed of a sum of exponential-like functions. My goal is to represent it in the frequency ...
1 vote
3 answers
336 views

Convert a list of values and times into an audio file

I have two pandas dataframe, one with time in seconds and one with the actual audio data (values from -1 to 1). The audio data points are not equidistant, this why I need the list of time in seconds. ...
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4 votes
1 answer
831 views

How to automatically identify the start and stop times of a "ramp" seen in time series?

I am analyzing pressure data sampled at 1Hz. The times series exhibit "ramps" (a linear increase in pressure followed by a sudden drop) for which I would like to automatically detect the ...
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0 votes
0 answers
30 views

Signal filtering with physical limitations and estimated STD

I have a prediction mechanism that predicts some signal value. Generally the prediction look like this: The are some ranges of systematic error and I cannot do anything with this. But in many points ...
1 vote
0 answers
151 views

Zero phase - Minimum phase of Butterworth filter [closed]

I am trying to implement the Zero phase - Minimum phase of Butterworth filter (1st, 2nd, and 3rd order) from scratch using python. Based on the resulting plots, it seems that I am doing something ...
2 votes
1 answer
275 views

inverse fourier transform coefficients

Context I want to implement (real) cepstrum on stock data (for example MSFT stock) and achieve cepstral coefficients of this time series. as noted in "Cepstral-based clustering of financial time ...
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3 votes
1 answer
637 views

Synchronizing 2 time series signals at slightly different sampling frequencies

I'm working with an embedded system that has two acquisition channels and unfortunately, their clock crystals are slightly out of sync. Even though both boards are configured by software to sample at ...
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0 votes
1 answer
190 views

Clustering FFT frequency bins from sensor time series data

I am trying to analyse multivariate time series data sets. I have 6 signals for each event, representing 3 linear accelerations and 3 rotational velocities for a 40ms window. I am trying to find a way ...
2 votes
1 answer
366 views

How could I do a Discrete Fourier Transform in Python if my data is non uniform?

I have been trying to find a way to transform my time series data in an equivalent manner to the discrete Fourier transform. What I wish to find is something like: ...
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0 votes
1 answer
23 views

Estimating and applying lag smaller than time steps?

I have two time series with time steps of 1. I suspect there is some small lag between those two. I want to bridge that gap. And The lag is smaller than 1, so acf doesn't help. Is there any technique ...
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1 vote
0 answers
105 views

How to remove noise from the signal? [closed]

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
0 answers
119 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 ...
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0 votes
1 answer
37 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 ...
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2 votes
2 answers
60 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 ...
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1 vote
2 answers
215 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. ...
1 vote
1 answer
33 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 ...
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0 votes
0 answers
44 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?
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0 votes
0 answers
62 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 ...
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0 votes
1 answer
48 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 ...
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1 vote
1 answer
304 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
1 answer
69 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 ...
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