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Questions tagged [time-series]

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8 votes
1 answer
9k views

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 ...
John Strong's user avatar
7 votes
3 answers
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 ...
vibe's user avatar
  • 290
4 votes
1 answer
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 ...
ken's user avatar
  • 41
4 votes
2 answers
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+...
Jian's user avatar
  • 143
4 votes
1 answer
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 ...
user1420303's user avatar
4 votes
3 answers
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 ...
alexgrover's user avatar
4 votes
3 answers
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 ...
Kanmani's user avatar
  • 151
3 votes
1 answer
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 ...
shampar's user avatar
  • 338
3 votes
0 answers
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 ...
Laurent Duval's user avatar
3 votes
2 answers
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 ...
Ondřej Grover's user avatar
2 votes
1 answer
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 ...
Srishti M's user avatar
  • 616
1 vote
1 answer
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 ...
Dnaiel's user avatar
  • 113
1 vote
3 answers
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 ...
Mark's user avatar
  • 357
1 vote
1 answer
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 ...
XcellentEEE's user avatar
1 vote
2 answers
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?
juniordm's user avatar
1 vote
3 answers
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 ...
wsdzbm's user avatar
  • 217
1 vote
1 answer
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 ...
Rai Bose's user avatar
0 votes
1 answer
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 ...
Buzz bee's user avatar
  • 175
0 votes
1 answer
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 ...
Aaditya Ura's user avatar
0 votes
2 answers
291 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 ...
qalis's user avatar
  • 111