Excel Comparing Time Series

This is a collection of functions I wrote for use of MATLAB with tree-ring time series. Functions are included for skeleton plotting, group time-series plotting, and correlation analysis of seasonal climatic time series with tree-ring indices ("tree-ring response-functions").

Function calculates cosine cross-similarity between time series of threshold crossings with time lags. It also calculates dominant lag and maximum value.More detailshttp://www.ida.liu.se/~agbur/Software.htm

Calculates the Variance Ratio Test of a time series, with or without the heteroskedasticity correction.


Platforms: Matlab

This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The...


Platforms: Matlab

Function calculates window cross-similarity between time series of threshold crossings for selected window span. Correlation between high temporal resolution records aggregated over time for records of original resolution.More informationhttp://www.ida.liu.se/~agbur/Software.htm


Platforms: Matlab

Calculates the Mutual Average Information of a time series for some time lag.


Platforms: Matlab

The program is based on the powerful model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can...

The SigmaPi Neural Network Simulator is designed for time-series processing and neural network research on Unix/X11. Since version 0.5, it uses the LSTM neuron model, the RTRL training algorithm and a heuristic learning rate adaptation based on local update sign-changes. It is GPL-covered, so you...


Platforms: *nix

RRD is the Acronym for Round Robin Database. RRD is a system to store and display time-series data (i.e. network bandwidth, machine-room temperature, server load average). RRDTool project stores the data in a very compact way that will not expand over time, and it presents useful graphs by...


Platforms: *nix

Harminv is a free program and C library for harmonic inversion: decomposing a time-series into a sum of sinusoids, including exponentially decaying sinusoids. Harminv is based on the "filter diagonalization method" (FDM) of Mandelshtam & Taylor, which maps the harmonic inversion problem onto a...


Platforms: *nix

iPhone Charting Library for iPhone Objective-C. Drawing Bar, Line, Pie, Time Series Charts in iPhone Objective-C Applications


Platforms: Windows, *nix, Mac, iPhone,iTouch,Other

A set of advanced tools for spectral estimation, decomposing of time series into trend, oscillatory components and noise with sophisticated statistical tests, cross-spectrum and coherence estimation, data compression, as well as reconstruction and prediction. KSpectra Toolkit takes full advantage...


Platforms: Mac

GMDH Shell is a tool for extraction of knowledge from real-world datasets. It is easy-to-use but powerful solution for analysis of multivariate datasets obtained from different research fields and business areas. Try to create mathematical model that reveals underlying patterns in your data and...


Platforms: Windows

RRDtool is the OpenSource industry standard, high performance data logging and graphing system for time series data. RRDtool can be easily integrated in shell scripts, perl, python, ruby, lua or tcl applications. RRDTool project stores the data in a very compact way that will not expand over...


Platforms: Linux

Open source (BSD) PowerShell snap-in featuring CmdLets dedicated to time-series forecasting. Time-series forecasting includes demand forecasting, sales analysis, inventory planning, retail prediction, production forecast, prices predictions, staff scheduling, resource optimization ......


Platforms: Windows

A Program for Statistical Analysis and Matrix Algebra MacAnova is a free, open source, interactive statistical analysis program for Windows, Macintosh, and Linux written by Gary W. Oehlert and Christopher Bingham, both of the School of Statistics, University of Minnesota. In spite of its...


Platforms: Windows, Mac, Linux

AGTK is a suite of software components for building tools for annotating linguistic signals, time-series data which documents any kind of linguistic behavior (e.g. audio, video). The internal data structures are based on annotation graphs.


Platforms: Windows, Mac, BSD, Linux

AutoSmooth is a compiled stand-alone graphical interface for signal and derivative extraction from time series with nonstationary noise structure. AutoSmooth is now part of the Signal Extraction Toolbox (SET).


Platforms: Windows, Mac, Linux

Decima is a database that was designed to support time-series data mining. It consists of PostgreSQL custom type definition, implementation of GiST index for that type and snowflake database schema.


Platforms: Mac, Linux

HidroSIG is a GIS that supports raster and vectorial maps with modules oriented to the hydrological analysis, time series, remote sensing and more. It has been made 100% in java using VisAD for data visualization and using MySQL to storage all data.


Platforms: Windows, Mac, Linux