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updated 2 days 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 3 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 5 days ago

Earthquake simulation by E. Ch3yn3t

Ground acceleration records are simulated using the non-stationnary Kanai–Tajimi model (monte carlo, earhtquake, ground)

Example

fitKT.m

seismSim.m

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updated 6 days ago

Wind field simulation by E. Ch3yn3t

Simulation of spatially correlated wind velocity time-histories (wind, simulation, turbulence)

Complex geometry

Horizontal line

Vertical mast

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updated 9 days ago

Hyperplot Tools by Jeremy Manning

Jeremy Manning (view profile)

Plot and manipulate high-dimensional data (plotting, data exploration, signal processing)

hyperalign.m

linspecer.m

plot_coords.m

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updated 11 days ago

command-line peak fitter function for time-series signals by Tom O'Haver

Tom O'Haver (view profile)

Command-line peak fitter for time-series signals. Version 7.9, April 2016 (statistics, chemistry, curve fitting)

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

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updated 14 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 18 days ago

PhaseRecurr(x,varargin) by Jordan Sorokin

Calculate the phase-space, distance matrix, and recurrence matrix of a time series (recurrence matrix, phasespace, distance matrix)

PhaseRecurr(x,varargin)

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updated 19 days ago

Log-Normal Stochastic Volatility Model: Moment Generating Function and Pricing of Vanilla Options 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 21 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 21 days ago

Subject Contribution by Ellen Zakreski

See how individual subjects divided into groups contribute to averaged data plotted over time. (data exploration, statistics, time series)

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updated 24 days ago

LAST for ARMA spectral estimation by Miguel Angel Lagunas

Estimating the parameter of AR-MA sequences is fundamental. Here we present another method for ARMA (spectral analysis, arma, cepstrum)

spa_arm.m

last_lag(xinf,hmod,himp,stip,np,nq)

resp_imp(npun,a,b,stip)

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updated 24 days ago

groundstate/tftools by Michael Wouters

Tools for analysis of time and frequency data (statistics, time series, allan deviation)

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updated 1 month ago

ProcessNetwork/ProcessNetwork_Software by Ben Ruddell

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

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updated 1 month ago

Load Siemens DICOM time series into 4D matrix by Mimi

Mimi (view profile)

Loads DICOM time series or single stacks from single *. dcm files into 4D matrix (dicom, progressbar, directory dialog)

LoadDicomSeries()

LoadDicomSeriesV2()

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updated 1 month ago

Lyapunov exponent estimation from a time series. Documentation added. by Alan Wolf

Alan Wolf (view profile)

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 month ago

Kalman Filter and Linear Dynamic System by Mo Chen

Mo Chen (view profile)

Kalman Filter and Linear Dynamic System for time series modeling (lds, kalman filter, machine learning)

gaussRnd(mu, Sigma, n)

kalmanFilter(X, model)

kalmanSmoother(X, model)

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updated 1 month ago

Hidden Markov Model Toolbox (HMM) by Mo Chen

Mo Chen (view profile)

Hidden Markov Model Toolbox (hmm, machine learning, time series)

hmmEm(x, init)

hmmFilter(x, model)

hmmFilter_(M, A, s)

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updated 1 month ago

Empatica-Matlab BLE Client by Deba Saha

Empatica BLE(Bluetooth Low Energy) Client for real-time streaming E4 data to MATLAB. (data acquisition, empatica, psychophysiology)

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updated 1 month ago

Paced Stroop Test by Deba Saha

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

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updated 2 months 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)

EUROSTAT_json_ini()

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updated 2 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 3 months 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 4 months 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 4 months 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 4 months 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 4 months 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 5 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 6 months ago

marthawhite/rarma by Martha White

Regularized Autoregressive Moving Average Models (time series)

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updated 6 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 7 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 7 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 7 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 7 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 8 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 8 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 9 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 9 months ago

Time Series Viewer by Michelle Hirsch

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

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updated 9 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 9 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 9 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 10 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 11 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 11 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 1 year 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 year 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 year ago

Semi-Markov Toolbox by Flavio Prattico

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

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updated 1 year 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 1 year 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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