# Questions tagged [time-series]

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### Algorithm for detecting the time where the signal is above a threshold

I need to detect the time window where a 1D-signal is above a certain threshold. If it dips below the threshold briefly I'd like to merge the two windows, if it dips below for a longer time, split ...
96 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 &...
3k 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 ...
3k views

### Difference between Gaussian and moving average filters for peak detection and doppler shift detection?

Consider having a signal in the time domain, and you want to smooth the signal. Moving average and Gaussian filters that are used. How do you choose which is used for what? What are the conditions ...
967 views

### Estimate changing time lag between signals

Suppose I have two timeseries $x_1(t)$ and $x_2(t)$, shown in the image that I drew below. They look almost identical in general form, except some features are shifted slightly in time from one series ...
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147 views

### Comparing two time domain signals in a scale and shift-invariant way

I have two signals in the time domain, call them $S_1(t)$ and $S_2$(t). Because of calibration issues relating to the underlying devices that these signals are obtained from, they will not necessarily ...
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 ...
199 views

### How the noise in time series can be reduced?

I have asked the question in the following link: Are time series data always contain noise? I wonder if we could use variational methods to denoise the time series data just as in computer vision? ...
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?
26 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 ...
36 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?
61 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 ...
38 views

### How do I find variance from the PSD of a stochastic process?

I have a time series that consists of noise and a signal, shown here windowed and Wiener filtered: and the PSD of just the noise (used in filtering): I want to find the variance of the noise using ...
2k views

### How to compare and measure the similarity between two between two signals?

I'm working on different sensors data, the question is this: I have two signals (coming from two different sensors measuring two different phisical charactheristcs of the same "object"). I know for a ...
I have an observed signal which is the norm of the sum of two 3-vectors: $$S(t) = || \mathbf{A}(t) + \mathbf{B}(t) ||$$ Now, I have full knowledge of the vector $\mathbf{A}(t)$,  \mathbf{A}(t) = \...