Questions tagged [time-series]
The time-series tag has no usage guidance.
148
questions
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30 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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28 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
40 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
30 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
38 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
15 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
58 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 ...
0
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2answers
47 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
8 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 ...
3
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0answers
35 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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6 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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0answers
20 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
20 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
38 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 ...
0
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1answer
68 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 ...
0
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1answer
54 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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0answers
13 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
80 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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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
243 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
44 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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25 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
41 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
87 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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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 ...
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24 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
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2answers
63 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 ...
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0answers
15 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
56 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
votes
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
71 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:
\...
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0answers
19 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
44 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 ...
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0answers
17 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, ...
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25 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
4371 gold badge5 silver badges15 bronze badges
5
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1answer
94 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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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.
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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 ...
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0answers
25 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
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1answer
119 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
25 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
29 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 ...
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0answers
63 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
18 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 “...
0
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1answer
84 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
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1answer
54 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
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1answer
145 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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2answers
199 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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63 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 ...
