Questions tagged [time-series]
The time-series tag has no usage guidance.
133
questions
0
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1answer
44 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
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0answers
11 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
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1answer
32 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
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0answers
28 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 ...
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23 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
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1answer
38 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
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1answer
48 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
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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 ...
0
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0answers
16 views
Quantify the amplitude of fluctuations
I consider the potential of a nerve cell, which is -65mV. If I introduce a random noise source, for example, this leads to fluctuations (see attached picture).
I would like to know what is a good ...
3
votes
2answers
56 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
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0answers
14 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
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1answer
53 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
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2answers
51 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
56 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
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0answers
18 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
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2answers
38 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
12 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, ...
0
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0answers
23 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 ...
asked Aug 4 '20 at 16:26
HH- Apologize to Carole Baskin
4051 gold badge5 silver badges14 bronze badges
4
votes
1answer
90 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 ...
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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
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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
24 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
107 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
22 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
27 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
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60 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
17 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 ā...
0
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0answers
32 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
70 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
vote
1answer
43 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
vote
1answer
77 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
63 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
votes
2answers
106 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
53 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
vote
1answer
47 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
vote
2answers
68 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
223 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
votes
2answers
150 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
34 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
44 views
How to calculate the Gain (in dB) given Ļā 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}$$
How would you find the gain at Ļā=3 rad/s at a sampling time of T=0.25 seconds.
The answer to ...
0
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1answer
73 views
estimation of ARMA(1,1) with MA parameter greater than 1
I am working with the following simple ARMA(1,1) model:
$$
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
votes
1answer
193 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
45 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
1k 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
2k 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
votes
1answer
41 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
vote
1answer
130 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 ...
