Questions tagged [time-series]
The time-series tag has no usage guidance.
181
questions
0
votes
0
answers
31
views
How to use Discrete Wavelet Decomposition for Time Series Forecast?
I'm very interested in using wavelet decomposition via filter banks to time series forecasting. There are several papers (1, 2, 3) where they uses a wavelet decomposition approach. Some of the ...
0
votes
1
answer
43
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
23
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
34
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 ...
- 33
2
votes
1
answer
72
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 ...
- 21
2
votes
1
answer
252
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 $a &...
- 123
1
vote
0
answers
57
views
accelerometer data processing, time drift and fft
We have have a small data cleaning issue we would like to share.
Context: We have data from an accelerometer sensor worn at the hip. We set the device so that data are collected at a sampling rate of ...
- 11
0
votes
1
answer
43
views
Online algorithm to detect non-directional volatility?
I'm trying to write an online algorithm to detect when a time series goes sideways (i.e., its mean trend or mean drift is approximately zero) but is also unusually volatile. For example, in the red ...
- 163
2
votes
3
answers
101
views
Algorithm to detect down-up-down pattern in time series
I'm trying to write an online algorithm in Python to detect this below Down-Up-Down pattern in time-series.
It's not hard to do roughly if I calculate 3 contiguous non-overlapping moving averages, and ...
- 163
1
vote
1
answer
180
views
How to generate time-series from a given one-sided PSD?
Generating time series from a given PSD has been discussed in this and some other forums already (which I've referred some of them below) but almost all of them are mostly descriptive and none of them ...
- 308
1
vote
0
answers
55
views
How do I convert the Amplitude from Power/Amplitude spectral density?
I recently started working on PSD of seismic signals. PSD signal can be expressed in 2 ways. One in ($PSD=g^2/Hz$) and other in $PSD=((meter/sec.^2)^2/Hz)$ and $ASD = \sqrt(PSD)$.
More details have ...
- 19
2
votes
2
answers
88
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 ...
- 21
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 ...
- 1
1
vote
1
answer
35
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 ...
- 11
-1
votes
1
answer
62
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
65
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 ...
- 11
0
votes
1
answer
89
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-...
- 11
0
votes
0
answers
19
views
How to determine the area for the coefficients of an AR model to be asymptotically stable?
I am pretty new to this topic, and I am a little confused about the definition of asymptotically stable.
If I have an AR model as follows
$$y(t)=a_1y(t-1)+a_2y(t-2)+e(t)$$
How to define the area in ...
- 1
1
vote
0
answers
45
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 ...
- 175
2
votes
1
answer
102
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,\...
- 131
0
votes
0
answers
22
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 ...
- 101
0
votes
0
answers
79
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 ...
- 175
0
votes
0
answers
53
views
Discrete Wavelet Transform: x-axis differences between python and MATLAB
This might be simimlar to the question: Why is there an amplitude difference in Matlab and Python?. But with the difference that I am focusing on the x-axis.
To do a 5th-level decomposition, the used ...
1
vote
1
answer
178
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
31
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 ...
- 21
2
votes
1
answer
169
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,\...
- 23
2
votes
1
answer
100
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}\...
- 21
4
votes
1
answer
151
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 ...
- 55
1
vote
3
answers
215
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.
...
- 23
4
votes
1
answer
585
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 ...
- 109
0
votes
0
answers
27
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
1
vote
0
answers
108
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 ...
- 131
2
votes
1
answer
215
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 ...
- 121
3
votes
1
answer
379
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 ...
- 33
0
votes
1
answer
152
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 ...
- 23
2
votes
1
answer
298
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:
...
- 21
0
votes
1
answer
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 ...
- 103
1
vote
0
answers
94
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 ...
- 111
0
votes
0
answers
96
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 ...
- 101
0
votes
1
answer
33
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 ...
- 1
2
votes
2
answers
57
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 ...
- 311
0
votes
2
answers
156
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
30
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 ...
- 365
0
votes
0
answers
42
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?
- 111
0
votes
0
answers
56
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 ...
- 123
0
votes
1
answer
46
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 ...
- 69
1
vote
1
answer
197
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
61
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 ...
- 149
0
votes
2
answers
687
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 ...
- 3
0
votes
3
answers
56
views
How to find the interval peirod from a series of discreate time (numbers)?
I have a series of time, they look like this:
...
- 1