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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 ...
Gaslight Deceive Subvert's user avatar
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1 answer
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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 ...
lakshminarayanan raghavendran's user avatar
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1 answer
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 ...
zouatine mohamed's user avatar
1 vote
2 answers
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 ...
Dominykas's user avatar
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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 ...
SamoloH's user avatar
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1 answer
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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 ...
Vlad's user avatar
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1 answer
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....
user71812's user avatar
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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 ...
Clankk's user avatar
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2 votes
2 answers
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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 ...
asteroid's user avatar
1 vote
1 answer
44 views

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 ...
ThePirate42's user avatar
3 votes
1 answer
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 ...
user70478's user avatar
7 votes
3 answers
186 views

Why use an ARMA process theory instead of just performing linear regression?

I am studying ARMA processes. At the end of the course the professor told us that estimating the next sample in an arma process using past of length $p$ (so performing a projection of $X_t$ on $\text{...
Robert Laplace's user avatar
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24 views

Identify variation patterns in image time series

I am working on time series of 12 remote sensing images obtained at irregular intervals. The pixels of all images are of exact same region. Pixels of some areas in these images vary in time with ...
sat_P's user avatar
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0 answers
41 views

Combining two time series with different cadences (different Nyquist frequencies)...?

If it helps, I want to do perform the below computation in python. Two time-series - 30-min cadence (Nyquist of 24 cycles / day) lasting 27 days, followed by 10-min cadence (Nyquist of 72 cycles / day)...
Prasad Mani's user avatar
1 vote
1 answer
97 views

How to find median position of a contour that represents a peak?

I was reading some papers on time-frequency methods of signal analysis and I am confused about one concept. The idea in these works is to plot a power spectrum in time-frequency plane and then to ...
Wave_Rider03's user avatar
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1 answer
157 views

Selecting Sampling Frequency for Welch Power Spectral Density plot for a daily frequency financial time series data on Python

I have obtained daily close price stock data ( and transformed them to logarithmic returns series data) from a Stock Exchange between 2 financial years, and I wish to generate a power spectral density ...
swagdevotee008's user avatar
5 votes
3 answers
402 views

What is the proper way to compute a real-valued time series given a continuous $1/\sqrt{\omega}$ spectrum?

I have never fully been able to wrap my head around Fourier transforms, so I apologize if what I am trying to do is trivial or violates basic theory in some way. What I have is a "made up" ...
Darcy's user avatar
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3 answers
259 views

How to estimate the local trend in a signal?

I need to remove trend from my time-series which looks like the following images. However, I want to estimate the trend before removing it. Hence directly removing it won't do it. The simple ...
Mark's user avatar
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0 answers
30 views

Segmenting audio in its different parts using deep learning

I am trying to segment a song into its different parts. In pop music, it's common for a song to have a verse and a chorus. And they repeat. So it should be possible to use deep learning to find the ...
Tria Ufo's user avatar
1 vote
2 answers
143 views

Interpretation of the initial value of an integrator

I came across this example the stream processing chapter of a programming book that I'm reading: Streams as signals We began our discussion of streams by describing them as computational analogs of ...
user51462's user avatar
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5 votes
1 answer
105 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 ...
uhoh's user avatar
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2 votes
3 answers
783 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 ...
Jokerp's user avatar
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1 answer
139 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 ...
Nitin Singh's user avatar
2 votes
0 answers
60 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 ...
GWSurfer's user avatar
0 votes
2 answers
106 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?
holder hé's user avatar
1 vote
1 answer
2k 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 ...
XcellentEEE's user avatar
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 ...
Caretaker2995's user avatar
2 votes
0 answers
146 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 ...
Greta's user avatar
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2 votes
1 answer
272 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 ...
TurbPhys's user avatar
2 votes
1 answer
276 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 &...
HAL's user avatar
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1 vote
0 answers
155 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 ...
trip''s user avatar
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0 votes
1 answer
71 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 ...
Jase's user avatar
  • 163
2 votes
3 answers
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 ...
Jase's user avatar
  • 163
3 votes
1 answer
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 ...
shampar's user avatar
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1 vote
0 answers
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 ...
Alan22's user avatar
  • 19
2 votes
2 answers
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 ...
L92MD14's user avatar
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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 ...
tsp's user avatar
  • 1
1 vote
1 answer
51 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 ...
marpuech's user avatar
-1 votes
1 answer
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 ...
Taqi Hussain's user avatar
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 ...
imergodic's user avatar
0 votes
1 answer
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-...
EnigmAI's user avatar
  • 111
1 vote
0 answers
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 ...
kittygirl's user avatar
  • 175
2 votes
1 answer
122 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,\...
Jayyu's user avatar
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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 ...
Leander's user avatar
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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 ...
kittygirl's user avatar
  • 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 ...
Sherwood's user avatar
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 ...
Creative's user avatar
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,\...
indmath's user avatar
  • 23
2 votes
1 answer
181 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}\...
kdkvcm's user avatar
  • 21
4 votes
1 answer
163 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 ...
user1420303's user avatar

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