# Questions tagged [time-series]

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### Need a better step detection algorithm

I have a time series with lots of steps/jumps (data file here). A plot is given below. I would like to subtract an appropriate value for each of these square wave features to bring them back down to ...
8k views

### Window period(overlap) and FFT

How does changing the window period (i.e the number of points overlap between two frames) affect the FFT results ? Suppose that a time series signal was converted to frequency domain by FFT with ...
222 views

### How do I know quantitatively if the correlation of two time series is significant?

I computed the correlation coefficient of two time series of daily observations, x and y, but noticed that the more sampling ...
627 views

### How to find correlation/cross-correlation of two signals in real time?

Considering there are two signals and the signals are real time in nature. Visibly when one signal does up the other signal does down and vice versa. Sometimes both the signals moved towards the same ...
421 views

### Auto-correlation function, an inverse problem

$x[n]$ is a complex function $n=0,1,2,\cdots,L-1$ we assume $x[n]$ is periodic in its index: $x[n+L]=x[n]$ Its auto-correlation function $C[n]$ is uniquely defined as:  C[n]=\sum_{i=0}^{L-1} x[i+...
132 views

### Terminologies - lags, order in time series model

I am facing some difficulties with the terminologies - lag ($p$) and sequence length (number of data points) (N) used in time series model such as Moving average and Autoregressive model. Considering ...
174 views

### Are time series data always contain noise?

I wonder if every time series data should contain noise or not. For example I am taking the price of a ticker, say Yahoo, every hour and noting the values. Does this data contains noise or not?