Questions tagged [time-series]

197 questions
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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 with some variable frequency and amplitude. I have…
C.M
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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. for a few weeks it will be at one level, but it…
2
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1 answer

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 options for example fitting a sine wave and looking…
BranH
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2 answers

How to calculate the Gain (in dB) given ω₁ and sampling time, T, of a discrete transfer function?

Having the Transfer Function of a discrete system as such: $$H(z) = (1.011)\frac{z-0.9756}{z-0.9975}$$ How would you find the gain at ω₁=3 rad/s at a sampling time of T=0.25 seconds. The answer to the solution is: 0.1013 dB I'm having problems with…
Alan Glenn
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0 answers

Gray Level Dependence Matrix applied to time domain signals

It make sense to calculate gray level dependend matrix on al time domain signal in order to extract features related to that matrix? I have EEG signals from stroke people in the time domain. My goal is to classify from the signal the level of…
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How to compute the energy of a time series?

I am analyzing the vertical component of 1Hz sampled geomagnetic data. These data were band-passed filtered around 0.01Hz (100s). I would like to compute the daily energy contained in these time series. So far, I have tried computing the sum of the…
Sheldon
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Estimating and applying lag smaller than time steps?

I have two time series with time steps of 1. I suspect there is some small lag between those two. I want to bridge that gap. And The lag is smaller than 1, so acf doesn't help. Is there any technique that allows to estimate lag inferior than a time…
Lucas Morin
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How to find the interval peirod from a series of discreate time (numbers)?

I have a series of time, they look like this: [122.76258495, 125.2357452 , 127.70768702, 132.65322914, 135.12374982, 137.58495967, 140.06083022, 142.5266016 , 145.00126936, 147.47713604, 149.94647284, 152.41441211, 154.893105 ,…
A.Bbom
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data analysis query

The hydrophone data is in analog-to-digital converter units. The 64000 sps data is 24 bits and the 375 ksps data is 16 bit. The volts per bit conversion factor for the 24-bit channels is 1.49365435131571E-07 and for the 16-bit it is 0.0000625. My…