# Questions tagged [time-series]

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### Why does alpha of 0.5 in detrended fluctuation analysis indicate randomness?

I'm trying to get an intuitive understanding of the different coefficients in detrended fluctuation analysis (DFA). It is used to detect fractal patterns in time series and it yields a coefficient, ...
27 views

### Periodogram of time series with multiple seasonal behaviors

I have a time series of sampled for every 5 minutes for 20 years of some geological signal. I would like to generate a periodogram in order to analyze what seasonal behavior affects the signal. At ...
16 views

### Quantify the amplitude of fluctuations

I consider the potential of a nerve cell, which is -65mV. If I introduce a random noise source, for example, this leads to fluctuations (see attached picture). I would like to know what is a good ...
56 views

### Help with denoising signal and periodogram analysis resources

This is a cross posting from the crossvalidated stack exchange as I thought this may be a better forum to ask. I have a dataset consisting of respiratory time series signals of different lengths ...
14 views

### How to find epochs where two time series are less aligned than they should be?

I have two time series that normally should be quite aligned, in the sense that they should show similiar behaviour - i.e. when one goes up, the other should also go up, etc. Unfortunately, they are ...
52 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 ...
51 views

### How to detect start and finish of temperature control in temperature time series

I have a huge dataset containing temperature data inside a building. I want to extract the time that the building starts and stops controlling the temperature (approximately around the vertical black ...
56 views

### Series Sum Operator Properties and Identities

As I was reading my book, I came across the following expression: $$\sum _{n=-N}^N\sum _{m=-N}^N \phi \left(n-m\right)$$ Then the book said, if we let $k = n-m$, then: \...
18 views

### Better way to turn time series spikes/high frequencies into discrete signals?

I am just wondering if there is a better way to transform time series data spikes/high frequencies into discrete signals? Currently, I have time series data that I am applying a median filter to loop ...
37 views

### How can I call the area under an impulse/spike?

I am looking for an appropriate term to express the area under a spike or impulse for time series signals. The term "Briefness" is probably not appropriate since the amplitude should be ...
11 views

### Energy of coefficients of wavelet decomposition?

I have recently been working with a dataset associated with the paper Human Activity Recognition from Accelerometer Data Using a Wearable Device. In Section 3.1 - Feature Selection for Motion Data, ...
23 views

### Redundancy when using Nyquist rate for a time series

I sample temperature at one sample per second (the hardware I am using takes the temperature at this rate, so this is the max I can efficiently sample.) The Nyquist rate for this signal would be 2 ...
90 views

### Recommended Resources / Literature Search Terms for a Solutions to a Specific Kind of Multi Harmonic Signal Structure

Hopefully this isn't considered too off-topic. I'm working in industry these days and came up with a solution to a signal processing problem we'd been facing. I'd like to get a sense as to whether ...
35 views

### How can I find the delay between two signals? [duplicate]

I am using NARX in Matlab. Is there any method to find the delay between input and output signals? My aim is to decrease memory length by finding the delay. TIA.
22 views

### Failed to reproduce the smoothed spectrum plot from a time series

I tried to reproduce Watson's spectrum plot from these set of slides (PDF p. 30, p.29 of the slides), that came from this data of housing building permits. Watson achieves a very smooth spectrum cruve ...
24 views

### Detrending multiple signals

I have multiple time series coming from pings of phone applications in a specific area. I am suspecting that the signal is sometimes bigger and sometimes lower not because the actual signal is bigger ...
104 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 &...
20 views

### Are ACF plots sufficient to detect white noise assuming probable existence of non linear associations?

ACF plots use autocorrelations tests to determine associations in time series. Autocorrelations, however, only measure linear associations. To my understanding, certain non-linear associations can ...
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 ...
60 views

### Probability of similarity for two random white noises

I'm looking for the method to calculate theoretical similarity of two random noises $x$ and $y$ with mean $0$ and standard deviation $1$, I've got also $12500$ samples of signal, sampled $2.5$ Ga/s. ...
17 views

### How to extract the Freezing Index from Accelerometer data?

I'm working on a project to detect Freezing of Gait episodes for Parkinson's Disease patients, and according to this paper and other ones, extracting the freezing index which is "The power in the “...
28 views

### How to identify the frequencies of periodic peak signals in a noisy time series?

Suppose to have two time series with peak signals at different frequencies, like these two: ...
67 views

### Derivation of Circular Mean Square Error

I would like to understand how Eq. (36) in [2] was derived: The rationale behind the definition of circular sample mean in Eq. (37) is clear, but there is no motiviation for the CMSE definition in Eq....
38 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?
71 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 ...
63 views

### How to calculate the coefficients of Auto regression model of multiple data?

I have ACF of a time series data, I want to interpolate the ACF using AR model for which I need to calculate the coefficient of the AR model The problem is I have (6000x6000) matrix of ACF and I cant ...
90 views

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### Statistic that is responsive to changes in time series, yet not too volatile

Let's say I have a fairly volatile time series $X_t$ - it doesn't have any reason to show an upward / downward trend, but it does show drops and spikes from time to time. It can also change level (e.g....
45 views

### Relating Fourier and power-law descriptions of noise

I'm trying to understand this PDF, which is in English but has Polish authors, so there may be translation issues confusing me. The subject is the frequencies of sentence lengths in novels. Eq. (1), ...
18 views

### How to correct for “track jumping” for multi-lined time series

I am creating an algorithm that tries to estimate three time-series that should not cross each other (voice formants). The problem is sometimes the algorithm mistakes one time series with another and ...
891 views

### Is $x[n]=(-1)^{n^2}$ periodic?

Is $x[n]=(-1)^{n^2}$ periodic? The answer said no, but when I draw it on a graph, it seems to be periodic, with fundamental period equal to $2$.
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 ...
40 views

### Test for Equivalence of two time series

I wish to test whether two time series are equal. So I believe best way to define equivalence is that given two time series, say $\{x1_t\}$ and $\{x2_t\}$, we show that both the series come from the ...
124 views

### How to determine the phase of a time-sampled periodic signal?

I know this is a rather common and a rather simple problem, but somehow I can't find a solution that is equally simple to understand (and implement). I have a signal that closely resembles a noisy ...
23 views

### Wignerville of market data [closed]

I am trying to get some insight into market data, in this case the stock KO. Here is the chart: If I take the wignerville of ...
490 views

### SNR computation in frequency domain with scipy.fftpack.fft

I have a noisy time series (gaussian coloured noise) to which I add a signal. I call the sum of noise+signal a segment. In the picture you can see an instance: I want to compute the signal-to-noise ...
85 views

### How to group similar patterns together that are shifted along the x axis?

I have a set of time series plots that are shifted along the x-axis. I am looking for an algorithm using which I can group them together. My end goal is to average them. While reviewing the ...
2k views

### How would you use machine learning for peak detection?

I have a noisy signal and I'm trying to find a way to detect peaks with ML. The "peaks" are easy to find as human because they are rhythmic and have the same "general" shape but the amplitude and ...
118 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 ...