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updated 24 days ago

marthawhite/rarma by Martha White

Regularized Autoregressive Moving Average Models (time series)

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updated 1 month ago

peak fitting program for time-series signals by Tom O'Haver

Tom O'Haver (view profile)

Command-line peak fitter for time-series signals. Version 7.1, April 2015 (statistics, chemistry, curve fitting)

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

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updated 1 month 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 1 month 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 1 month 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 1 month 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 2 months ago

Geometric and Topological Methods for 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 2 months ago

2D Correlated turbulent wind field simulation by Etienne

Etienne (view profile)

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

KaimalSpectrum(f,V,stdV,L,component)

VonKarmanSpectrum(f,V,stdV,L,component)

importfile(filename, startRow, endRow,formatSpec,delimiter)

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updated 3 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 3 months ago

Semi-Markov Toolbox by Flavio Prattico

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

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updated 3 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 3 months ago

Time Series Indexing and Averaging by Owen Brimijoin

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 4 months 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 5 months 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 5 months 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 5 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

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 7 months 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 7 months 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 8 months 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 8 months ago

Interactive Peak Fitter (Version 11) by Tom O'Haver

Tom O'Haver (view profile)

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

DemoPeakfitBootstrap

ExpBroaden(y,t)

IPFDemo11Gauss

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updated 10 months ago

fpetitjean/DBA by Francois

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

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updated 10 months ago

TimeseriesFromPSD.m by Michael

Michael (view profile)

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

TimeseriesFromPSD(Sxx, fs, T)

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updated 10 months 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)

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

Hidden_Markov_Regression_fun(Polynomial_Coefficients,Vite...

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

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updated 11 months ago

2-dimensional DCST.zip by Luigi Riba

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 11 months ago

2-dimensional DOST.zip by Luigi Riba

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 11 months ago

1-dimensional DOST.zip by Luigi Riba

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 11 months ago

TSK Forecasting by Dmitrii Levin

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

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updated 11 months ago

Adaptive smoothing and differentiation of a time series by Carlos J. Dias

Same as adsmoothdiff but with second derivative (time series, smoothing, differentiation)

ynew=adsmoothdiff2(dados,xnew,sdx,isdx,q,nmin)

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updated 11 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 11 months ago

Time Series Viewer by Michelle Hirsch

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

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updated 12 months ago

MovingOperator by Emilien

Apply any function on the specified time period (weekly, monthly, yearly) (financial, time series, periodicity)

MovingOperator(DatesNum, TimeSerie,frequency,fhandle)

returnsforPeriod(returns)

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updated 1 year ago

Akaike Causality - Noise Contribution Ratio and Generalized Partial Directed Coherence by Kinfoon Wong

This function plots the Noise Contribution Ratio and the Generalized Partial Directed Coherence. (time series, multivariate data, causality)

plotAkaikeCausality(timeSeriesData,Fs)

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updated 1 year ago

The Henon Map by Lazaros Moysis

The Henon map discrete time dynamical system. (henon map, chaotic behavior, nonlinear)

Henon_map.m

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updated 1 year ago

reshape_daily by Chad Greene

Chad Greene (view profile)

Reshape daily time series between 1D and calendar-like 3D matrices. (time series, daily, climate)

reshape_daily

reshape_daily(s,t)

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updated 1 year ago

System Identification of an ARARX model by Sam Nazari

System Identification using GLS and PEM of the parameters of an ARARX model. (system identification, time series)

SysIDP3.m

P3SysID

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updated 1 year ago

validation.m by ZIYI

ZIYI (view profile)

Data validation (time series, plot)

validation.m

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updated 1 year ago

Double Pendulum Simulation by James Adams

Simulates the motion of a Double Pendulum (double pendulum, phase portrait, time series)

DoublePendulum_JA

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updated 1 year ago

Lotka-Volterra Predator Prey Model by James Adams

Plots a phase portrait and time series of the Lotka-Volterra model (predator, prey, runge kutta)

LotkaVolterra_JA

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updated 1 year ago

Simple Pendulum Simulation by James Adams

Simulates the motion of a simple pendulum. (pendulum, phase portrait, time series)

SimplePendulum_JA.m

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updated 1 year ago

Weighted Support Vector Machines by Petros Xanthopoulos

imbalanced classification of abnormal control trend patterns with SVM (machine learning, data, time series)

GenDataMulti(w,n,m,t1,t2,t3,t4,t5,t6,t7,mod)

GenerateData(w,t,abtype,a,b,mod)

[meanACC, meanROC]=wsvmmodelmulti(data,w,n,m,mod)

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updated 1 year ago

deseason by Chad Greene

Chad Greene (view profile)

Remove the seasonal signal from a daily time series of data. (time series)

deseason(t,y)

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updated 1 year ago

Predictive model calibration by Michael Weidman

A script exploring 3 useful concepts in predictive models (monte carlo, bootstrap, bootstrapping)

plotCalibrations(pctThresholds, calib1, calib5, calib10, ...

plotForecasts(simPrices, simStartDate, actualPrices)

CalibrationScript.m

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updated 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras (view profile)

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 1 year ago

Working with Time-Series Data in MATLAB by Abhaya

Abhaya (view profile)

These are the example files for the webinar: "Working with Time-Series Data in MATLAB". (data exploration, interpolation, data import)

createfigure(X1, Y1)

ausmap.m

format_data.m

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updated 1 year ago

CALENDAR_VAR by Enrique M. Quilis

Generation of calendar regressors for time series modeling (time series, seasonal adjustment)

days_var.m

desvec(Zv,M)

easter_var.m

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updated 1 year ago

OLS with Newey-West and Hansen-Hodrick SE by Sandra

Computes OLS and reports Robust SE, NW AND HH corrected standard errors. (econometrics, serial correlation, overlapping data)

olshac(y,X,L,H)

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updated 2 years ago

MAX WIDTH by Cesar Manuel Diez Chirinos

CALCULATING MAX WIDTH FROM A SERIES (time series, width time series, maxim width time seri...)

widthA(d)

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updated 2 years ago

Finding pairs in (not equidistant) time series by Peter Csordas

Seeks for nearest (lower or upper) neighbors of x(i) in y - where x and y are time vectors (nearest neighbor, signal processing, time series)

[y2 idx]=nearest(x,y,type,varargin)

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updated 2 years ago

TEMPORAL DISAGGREGATION LIBRARY by Enrique M. Quilis

Temporal disaggregation of economic time series (statistics, econometrics, time series)

[]=mtd_plot(res)

[]=td_plot(res)

[]=tduni_plot(res)

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