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# Questions tagged [time-series]

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### Comparing multiple signals for similarity

I have multiple (between 2 and 100) signals and need to determine when a significant number diverge from the rest. We're exploring machine learning techniques, but we also want tackle this as a signal ...
• 201
6k views

### 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 ...
• 290
1k views

### How to detect whether a signal is unimodal or bimodal?

I have to kinds of signals. The first type of signals are such that their histograms are unimodal (one-peaked). The second type of signals are such that their histograms are bimodal (two-peaked). How ...
• 41
2k 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+...
• 143
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 ...
6k views

### What is the filter with the less phase shift?

I have to analyze a dynamic signal but there is too much noise so I applied low pass filter but then there is too much phase shift.So what is the most reactive filter I can apply to my signal ? Best ...
• 235
17k 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 ...
• 151
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 ...
• 338
216 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 ...
• 31.9k
7k views

### Is R suitable for digital signal processing

While asking a question about representing large time series in R I was discouraged from using R for digital signal processing. I understand that R is geared towards statistics. However, a signal is ...
141 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 ...
• 616
1 vote
167 views

### Reproducing paper results about a wavelet transformation using python [closed]

I have been reading this PhD theis about wavelets and I am trying to reproduce some of the results but I don't know the specific code to use to generate similar results. The original time series ...
• 113
1 vote
244 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 ...
• 357
1 vote
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 ...
1 vote
210 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?
• 31
1 vote
374 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 ...
• 217
1 vote
2k 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 ...
• 31
865 views

### How do I obtain the fourier series coefficients for a signal obtained by multiplication of two signals of different frequency?

What i assume here is that LCM of time periods of the two taken signals exist that is signals periods are not like pi/2 and 1 but are rather like 1 and 2 (just an example) I am given fourier series ...
• 175
68 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 ...
• 133