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updated 3 days ago

Time Series Analysis and Forecast by Iman

Iman (view profile)

TSAF helps you to quickly analyze time series and forecast the future. (time series, statistics, modeling)

TSAF(varargin)

find_period_candidate(T)

find_periods(x,number_of_harmonics,peak_diff_samples)

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updated 8 days ago

peterson-tim-j/Groundwater-Statistics-Toolbox by Tim Peterson

A highly flexible toolbox for getting more quantitiative value from groundwater monitoring data. (groundwater, hydrogeology, time series)

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updated 9 days ago

geoscience-community-codes/GISMO by Glenn Thompson

GISMO - a framework for scientific research in seismology/infrasound (time series, waveform, seismic)

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updated 14 days ago

Continuous Partially Hidden Markov Models with uncertain noisy labels by Emmanuel Ramasso

Allows to learn HMM and infere with possibly noisy and uncertain knowledge on hidden states (statistics, time series, classification)

Contingency(Mem1,Mem2)

RandIndex(c1,c2)

add_noise1(w,perr,r)

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updated 22 days ago

Log-Normal Stochastic Volatility Model: Pricing of Vanilla Options and Econometric Estimation by Artur Sepp

Compute option prices under log-normal stochastic volatility model and calibrate model parameters (lognormal stochastic ..., option pricing, finance)

BSMimpliedVol(S,K,T,r,d,vol,optiontype,is_implyvol)

BetaSVOdeRHS(t,y,SVParameters,JumpParameters,UnderlyingTy...

BetaSVOdeRHS_Jacobian(t,y,SVParameters,JumpParameters,Und...

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updated 1 month ago

Prognostics metrics by Emmanuel Ramasso

Compute some prognostics metrics to evaluate the performance of prognostics algorithms (time series, prediction, forecasting)

prognostics_metrics(trueRUL, pred, earlyPenalty, latePena...

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updated 1 month ago

jsantarc/Dynamic-Time-Alignment-K-Means-Kernel-Clustering-For-Time-Sequence-Clustering by Joseph Santarcangelo

Dynamic Time-Alignment (DTA) K-Means Kernel Clustering For Time Sequence Clustering (signal processing, clustering, time series)

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updated 1 month ago

Segmentation of CMAPSS trajectories into states by Emmanuel Ramasso

For time-series classification, clustering and sequence prediction (time series, utilities, clustering)

segmentation_cmapss_classification(data_train,param)

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updated 1 month ago

EUROSTAT data downloading facility by Jakub Rysanek

Automated data importing tool with time series management and visualization capabilities (data import, time series, plotting)

AOTfeature(fhandle,varargin)

EUROSTAT_download(dbobj)

EUROSTATparser(file,dbobj)

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updated 1 month ago

Higher-order Wavelet Analysis by Justin Schulte

Calculates wavelet-based bicoherence and preforms various statistical significance tests (time series, spectral analysis, signal processing)

bbstrap_bicoher(x, y,varargin)

local_autobicoher(x,a1,a2,varargin)

wbicoher(x,y,varargin)

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updated 2 months ago

Correlated turbulent wind field simulation by E. Ch3yn3t

Example of code to simulate correlated time histories of wind speed (wind, simulation, turbulence)

Example Verification

Lx(u,dt,U,method)

coherence(X,Y,WINDOW,NOVERLAP,NFFT,Fs)

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updated 3 months ago

Stationary test by E. Ch3yn3t

The stationarity of a time series is evaluated by using the reverse arrangement test. (stationary, reverse arrangement, random)

Example

RA_test(x,method)

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updated 3 months ago

marthawhite/rarma by Martha White

Regularized Autoregressive Moving Average Models (time series)

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updated 4 months ago

ipf(arg1,arg2,arg3,arg4) by Tom O'Haver

Tom O'Haver (view profile)

Keyboard operated peak fitting function for time-series signals. (chemistry, curve fitting, physics)

ipf(arg1,arg2,arg3,arg4)

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updated 4 months ago

Command-line peak fitter for time-series signals. by Tom O'Haver

Tom O'Haver (view profile)

Command-line peak fitter for time-series signals. Version 7.45, October 2015 (statistics, chemistry, curve fitting)

peakfit(signal,center,window,NumPeaks,peakshape,extra,Num...

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updated 4 months ago

ProcessNetwork Version 1.4 Software by Ben Ruddell

Functions for the delineation of Dynamical Process Networks using Information Theory (statistics, signal processing, information theory)

AdjMatrices(T,SigThreshT,TvsIzero)

DoProduction(T)

GetEvenBinEdgesGlobal(sampleMat,nBinVect,NoDataCode,useVa...

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updated 4 months ago

filter1 by Chad Greene

Chad Greene (view profile)

1D zero-phase frequency filtering using butterworth filters (frequency, filtering, butterworth)

filter1 documentation

filter1(filtertype,y,varargin)

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updated 4 months ago

plotpsd by Chad Greene

Chad Greene (view profile)

Quickly plot power spectral density of a time series. (periodogram, spectrum, frequency)

plotpsd documentation

plotpsd(y,x_or_Fs,varargin)

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updated 4 months ago

jLab: A Matlab toolbox for data analysis by Jonathan Lilly

A Matlab toolbox for big data analysis, signal processing, mapping, and oceanographic applications. (signal processing, time series, statistics)

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updated 4 months ago

Log-Normal Stochastic Volatility Model: Pricing of Vanilla Options and Econometric Estimation by Artur Sepp

Implementation of the econometric estimation of the log-normal stochastic volatility model (lognormal stochastic ..., moment generating fun..., closedform solution)

LogNormalStochasticVolatilityEstimationUsingMCData

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updated 5 months ago

ARFIMA(p,d,q) by Carlos Vladimir Rodríguez Caballero

Simulation of an ARFIMA(p,d,q) process (time series, simulation)

dgp_arfima.m

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updated 5 months ago

mandymejia/shrinkIt by Amanda Mejia

Perform shrinkage on resting state fMRI connectivity matrices for subject-level parcellation (fmri, statistics, parcellation)

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updated 5 months ago

Chaos test by Ahmed BenSaïda

Ahmed BenSaïda (view profile)

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, lyapunov exponent, bifurcation)

chaostest.m

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updated 6 months ago

fpetitjean/DBA by Francois

Francois (view profile)

DBA: Averaging time series consistently with Dynamic Time Warping (dynamic time warping, time series, averaging)

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updated 6 months ago

subroutines/actograph by Brad

Brad (view profile)

actograph is a matlab function for plotting circadian rhythm actograms (actogram, actograph, circadian)

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updated 6 months ago

Paced Stroop Test by Deba Saha

Deba Saha (view profile)

MATLAB implementation of Paced Stroop Test. Provides options to log physiological sensor data. (data acquisition, psychology, attention)

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updated 6 months ago

Time Series Viewer by Michelle Hirsch

Interactive tool for plotting time series. (data exploration, telemetry, time series)

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updated 6 months ago

nanfillts by Oleg Komarov

Oleg Komarov (view profile)

Fill consecutive NaNs with last available value (time series, fill, nan)

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updated 7 months ago

Cumulative Areawise Testing in Wavelet Analysis by Justin Schulte

Preforms the cumulative areawise test (mathematics, signal processing, statistics)

createpathways(x,y,xhole,yhole,Acell)

getpathway_element(at, xt, yt, pvals, critp)

plot_cumareatest_results(at, xt, yt, critp, lw, period, h...

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updated 7 months ago

Geometric and Topological Methods for Significance Testing in Wavelet Analysis by Justin Schulte

Performs the geometric significance test on features in wavelet power and coherence spectra (geometry, signal processing, statistics)

calculate_nulldis_coherence(N, pad, Dj, S0, J1, name, ar,...

calculate_nulldis_geo(N,pad, Dj, S0, J1, name, alphap, ar)

calculate_pvalue_geo(Anorm,Anormnull)

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updated 8 months ago

TimeseriesFromPSD(Sxx, fs, T, plot_on) by Michael

Michael (view profile)

Create timeseries from a given double-sided PSD (timeseries from psd, spectral density, white noise)

TimeseriesFromPSD(Sxx, fs, T, plot_on)

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updated 8 months ago

Distance Measure by Flavio Prattico

This function allows to measure the distance between a real series and a predicted or estimated one. (distance, statistics, time series)

distmeasure(Y,Yf,type)

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updated 9 months ago

Entropy Estimator based on the Lempel-Ziv algorithm by Flavio Prattico

Entropy Estimator based on the Lempel-Ziv algorithm (entropy, time series, information theory)

lzentropy(rd)

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updated 10 months ago

TS function: TRAMO-SEATS under Matlab by Juan Bógalo Román

TS is an interface in Matlab for TRAMO-SEATS (revision 934 - December 2014) (arima models, time series, tramo seats)

ts.m

tsml.m

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updated 10 months ago

Intro to MATLAB demo files (MATLAB入門 デモファイル) by mizuki

mizuki (view profile)

files presented at MATLAB EXPO 2014 held in Tokyo - Intro to MATLAB (map, statistics, date)

MainAnalysis

webread_findStations

importfile.m

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updated 11 months ago

Semi-Markov Toolbox by Flavio Prattico

Markov and semi-Markov toolbox (markov, semimarkov, time series)

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updated 12 months ago

Calculate Complex Hurst by steed huang

This Matlab example M-file is to calculate the Complex Hurst for Data like Stock Market. (mathematics, statistics, example)

complexHurstV1.m

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updated 12 months ago

Time Series Indexing and Averaging by Owen Brimijoin

Owen Brimijoin (view profile)

Outputs windowed means of a continuous set of data given a vector of labels and time stamps (time series, array, matrices)

timeseries_indexer(labels,timestamps,win,data)

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updated 1 year ago

Fanchart - Visualize percentiles of time series data by Ameya Deoras

Ameya Deoras (view profile)

Visualize forecast confidence or Monte-Carlo time series simulations (visualization, shaded plots, plotting)

Fanchart visualization examples

fanChart(xvals, paths, centerType, prctiles, varargin)

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updated 1 year ago

Random Matrix Theory (RMT) Filtering of Financial Time Series for Community Detection by Mel

Mel (view profile)

Uses RMT to create a filtered correlation matrix from a set of financial time series price data (rmt, community detection, time series)

FinRMT(priceTS)

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updated 1 year ago

downsample_ts by Chad Greene

Chad Greene (view profile)

Calculate monthly means, annual medians, and other statistics for 1D or 3D datasets. (climate, geospatial, climatology)

downsample_ts documentation

downsample_ts(Z,t,varargin)

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updated 1 year ago

Find values in a vector or function by Adrian Lara-Quintanilla

For a function y=f(x), this script looks for all the "x" values for a desired value of "y" (y0). (mathematics, data exploration, time series)

findvalues(vector,yvalue)

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updated 1 year ago

Dynamic Time Warping (DTW) by Quan Wang

Quan Wang (view profile)

This package implements Dynamic Time Warping (DTW). (signal processing, machine learning, time series)

dtw(s,t,w)

demo_dtw.m

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updated 1 year ago

interp1gap by Chad Greene

Chad Greene (view profile)

Interpolate over small gaps in x, but not over large gaps in x. (interpolation, interp1, naninterp)

interp1gap documentation

interp1gap(varargin)

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updated 1 year ago

Lyapunov exponent estimation from a time series. by Alan Wolf

A Matlab version of the Lyapunov exponent estimation algorithm of Wolf et al. -- Physica 16D, 1985. (chaos, lyapunov, nonlinear dynamics)

basgen(fname, tau, ndim, ires, datcnt, maxbox)

fet(db, dt, evolve, dismin, dismax, thmax)

makeplot(db, out, evolve, loc)

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updated 1 year ago

code.zip by Joseph Santarcangelo

demo version of my code for the paper: “Arousal Content Representation of Sports Videos Using Dynami (hmm, time series)

Hidden_Markov_Regression_fun.m

Generate_Test_Data(L,TRANS,MeanTarget,coefficients,State_...

ViterbiRegion(Transition_Matrix,Initial_Probability,O,Mea...

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updated 1 year ago

2-dimensional DCST.zip by Luigi Riba

Luigi Riba (view profile)

2 dimensional discrete cosine Stockwell transform, (DCST2) (dcst, dost, stockwell transform)

dcst2(input_signal)

idcst2(dctdost_coefficients)

dcst2_tutorial.m

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updated 1 year ago

2-dimensional DOST.zip by Luigi Riba

Luigi Riba (view profile)

2 dimensional Stockwell transform, (S-transform), (DOST2) (dost, stockwell transform, time series)

dost2(input_signal)

idost2(dost_coefficients)

dost2_tutorial.m

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updated 1 year ago

1-dimensional DOST.zip by Luigi Riba

Luigi Riba (view profile)

Stockwell transform, S-transform, DOST-transform (stockwell transform, dost, timefrequency analysi...)

dost(time_series)

idost(dost_coefficients)

rearrange_dost(dost_coefficients)

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updated 1 year ago

TSK Forecasting by Dmitrii Levin

A fuzzy neural network for forecasting time series (fuzzy logic, neural networks, time series)

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