# Questions tagged [time-series]

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### 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 ...
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 ...
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 ...
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 ...
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: $$\sum_{r=- \infty }^ \infty h[n+4r]$$
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. ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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?
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 ...
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 ...
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 ...
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: ...
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-...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...