# 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 ...
5k 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 ...
12k 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 ...
4k 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 ...
240 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 ...
936 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 ...
730 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 ...
806 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+...
46 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 ...
6k 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 ...
135 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 ...
137 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 ...
184 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?
48 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 ...