Questions tagged [time-series]

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20 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 ...
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1answer
57 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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1answer
36 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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36 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. I want to represent it in the frequency domain ...
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3answers
84 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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1answer
47 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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23 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 ...
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0answers
33 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 ...
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1answer
74 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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1answer
40 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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11 views

How to create an objective function for Mackey glass time series (using "bayesopt")?

I am optimizing 5 hyperparameters of Mackey-Glass time series and using built-in function "bayesopt" in MATLAB. My Mackey glass time series with fixed parameters shows correct results. ...
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1answer
31 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 ...
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1answer
99 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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1answer
22 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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26 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: ...
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0answers
51 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 ...
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39 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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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 ...
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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 (...
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2answers
54 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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2answers
38 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. ...
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11 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). ...
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1answer
25 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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32 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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37 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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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 ...
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1answer
52 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 ...
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1answer
45 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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0answers
21 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 ...
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2answers
288 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 ...
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3answers
55 views

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

I have a series of time, they look like this: ...
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0answers
9 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 ...
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0answers
49 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 ...
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8 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 ...
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23 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 ...
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0answers
23 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 ...
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2answers
53 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 ...
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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 ...
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1answer
138 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 ...
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1answer
77 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 ...
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15 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 ...
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2answers
90 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 ...
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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 ...
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1answer
603 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 ...
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0answers
83 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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27 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 ...
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1answer
54 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 ...
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1answer
153 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, ...
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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 ...
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2answers
68 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 ...