Questions tagged [time-series]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
1answer
352 views

Discrete time non-linear time invariant system dynamics descriptions (state-space or input-output relationship)

For the sake of simplicity the following notation $a_k := a[k]$ is assumed for time sequences. A completely general discrete-time (DT) non-linear(NL) time-invariant (TI) dynamical system can be ...
2
votes
1answer
88 views

Rollercoaster: determining subject position from inertial data?

I have inertial data (accelerometer, gyroscope, magnetometer) from phones of human subjects riding a single rollercoaster repeatedly. The ride has temporal variance (ex. sometimes getting from A to B ...
5
votes
1answer
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 ...
2
votes
1answer
367 views

Help in interpreting the auto correlation graph

I want to check if a time series is (a) random (b) independent. For these I am using the autocorrelation (AC). Autocorrelation refers to the correlation of a time series with its own past and future ...
1
vote
1answer
50 views

Help with a product of a sum of infinite series [closed]

i would like some help with this: given: $$ h[n]=2^{-n} u[n] $$ calculate the series: $$ \sum_{r=- \infty }^ \infty h[n+4r] $$
0
votes
1answer
1k views

Adaptive Piecewise Constant Approximation (APCA) with wavelets/DWT

I am trying to approximate a vector or a time series, in order to have as little changes as possible. To do so, I pretend to apply the Adaptive piecewise constant approximation (APCA) algorithm. ...
1
vote
1answer
60 views

Good Reference Problem to Test Filtering/Estimation Algorithms

I am looking to figure out if a current filter algorithm I have built could be useful for some problems I am looking into at work. It isn't a Kalman filter, but is instead making estimations using a ...
1
vote
0answers
34 views

Unique signal extraction from a cumulated signal

I'd like to start off by saying that I am not very experienced at signal processing, so I apologise in advance if I do not explain everything properly the first time. I would like to analyse the ...
2
votes
1answer
1k views

Spikes in time series

I would like a simplified measure to quantify spikes in my time series, I have one series that has many and I would like to compare it to another that has very few. I have thought through several ...
0
votes
1answer
436 views

Periodogram frequencies not matching with signals

I am new to signal processing world. I am working on a project where we have to find change points using spectral densities. I am running some simulations where in I created a wave which is a linear ...
0
votes
1answer
251 views

Autocorrelation of a noisy linear map

I am interested in calculating the autocorrelation function of a linear map with some noise (model given below) but am slightly confused in doing so. At first, I did not realize there were two ...
1
vote
1answer
523 views

Delay issue in time series prediction

I am having an issue using neural networks to predict time series. Some predicted data fits with the expected data, as bellow: (In black the real time series and in blue the output of my neural ...
1
vote
1answer
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? ...
1
vote
2answers
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?
3
votes
2answers
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 ...
1
vote
0answers
64 views

Methods for edge detection with non-equidistant samples

This posting describes two methods of edge detection for wave analysis in a water pipe. I am not sure about advantaged and disadvantages. Therefore I want to evaluate the best method for this ...
5
votes
3answers
1k 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 ...
0
votes
0answers
45 views

How can I convert time-value pairs to a signal with a constant sampling frequency?

I have a time series consisting of [time, value] pairs. The series is ordered by time but the difference between two consequent times is not constant. For example: ...
2
votes
1answer
3k views

How does one calculate a pole-zero plot?

To my understanding, pole-zero plots are used to analyze or visualize transfer functions. Suppose there is some very simple system, for example a simple low-pass filter (so it is linear and time-...
4
votes
1answer
601 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 ...
3
votes
2answers
688 views

How do I convert a timeseries to a different frequency band?

I have a real time series sampled at 32 MHz. So, when I channelized it and plot it against time, I get a Frequency vs. Time image plot where the frequency domain spans 16 MHz. To elaborate, this ...
3
votes
1answer
87 views

digital signal processing problem

Okay, so I am trying to address a biological problem here. I have asked a variant of this question here, but I was not able to get to solving it. The question: Four objects are vibrating constantly ...
5
votes
3answers
3k views

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 ...
0
votes
0answers
132 views

Computing error between filtered and noisy time series signal

I have a live signal that needs filtering, and I'm trying to compare a Kalman filter with a simple exponential filter. For this I generated an artificial ground truth signal, add some noise and filter ...
0
votes
2answers
238 views

How to find a certain frequency in a signal that varies in time?

I have an EEG signal. It is amplitude verses time. I want to find out how certain frequencies in that signal vary with time. One way I think I can do this is to do a short-time-Fourier-transform on ...
0
votes
0answers
177 views

FFT analysis for series of different length

i have some data series in time domain which are in different length. i'm using FFT to transform them to frequency domain and now i want to calculate their average. Since their lengths are not equal i'...
1
vote
1answer
86 views

Pixel time series trend: What are the causes?

I have taken an video of the following static scene for 10 mins (3 frames/Sec); totally 1800 frames for 10 mins. I also show here the pixel time series, that is, a set of values of a particular ...

1 2
3