Time Series
Chronoscope is a visualization platform under development at Timepedia for time series datasets. Chronoscope stems from a desire for responsiveness and interactivity when navigating or authoring datasets. Features:- Support for very large datasets (~20,000 points) - Multiresolution representation...
Platforms: Windows, Mac, *nix, JavaScript, BSD Solaris
License: Freeware | Download (55): Chronoscope Download |
[h,varargout]=plotColumns(data,varargin)plots columns of a matrix as if each column is a time seriesUSAGE:plotColumns(data);[h] = plotColumns(t,data);[h] = plotColumns(t,data,{colors});[h] = plotColumns(t,data,'plotopt');[h] = plotColumns(...,'plotopt');[h] = plotColumns(...,{colors});
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): plotColumns.m: plots columns in matrix as time series Download |
Computes cross- or auto-correlograms between two discrete time series, supplied as a list of timestamps.[tsOffsets, ts1idx, ts2idx] = crosscorrelogram(ts1, ts2, window)INPUTS:ts1 - a list of timestamps (in seconds) to use as the reference of the cross-correlogramts2 - timestamps (in seconds) used...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Discrete-time cross-correlogram Download |
With GeneXproTools it is not essential that you have domain specific knowledge to create models, you just need the experimental data and a modern computer. GeneXproTools is very easy to use and as soon as you learn how to load your data, you will be able to generate a model immediately as...
Platforms: Windows
License: Commercial | Cost: $490.00 USD | Size: 26.01 MB | Download (539): GeneXproTools Download |
DataMontageā¢ is a Java software library and collection of interactive software applications that enables you to create and display information-dense graphical displays comprised of coordinated timelines, time-series graphs, and time-stamped notes. You can stack graphs and timelines vertically...
Platforms: Windows
License: Shareware | Cost: $395.00 USD | Size: 9.5 MB | Download (50): DataMontage Download |
GUI for univariate time series modeling and decomposition based on Pandit and Wu (1983)
Platforms: Matlab
License: Freeware | Size: 81.92 KB | Download (46): DDS Toolbox 2007 Download |
Plots columns of matrix data as distinct time series. User should normalize data first to minimize overlap.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): plotXmatrix.m Download |
Data stored column-wise in an input matrix are normalized as time series, with options to output just the normalized data, or the norm of each column as well. Fast, uses no loops.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): normColumns.m Download |
Aligns matrix entries so that the center of the time series corresponds to the maximum value of the time series.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): maxalign.m Download |
This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized q-moments of the distribution/ ~ r^[qH(q)]The value of H(q) give indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (65): Generalized Hurst exponent Download |
The Hodrick Prescott Filter (HP-Filter) is the most popular method to separate a time series x_t into its components. Let's suppose that the original series is composed of a trend component g_t and a cyclical component c_t.Solving the minimization problem is quite simple. This program decomposes...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Fast Hodrick Prescott Filter Download |
Polar Parallel Coordinate Geometry (PPCG) plots standardardised time series data. Colour is used to demonstrate data through time; black being the oldest to white being the newest. 2 - 3 Std deviation warning/action limits are also highlighted by yellow/red respectively.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Polar Parallel Coordinate Geometry Download |
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").
Platforms: Matlab
License: Freeware | Size: 61.44 KB | Download (48): Tree-Ring MATLAB Toolbox Download |
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
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Cosine cross-similarity Download |
Calculates the Variance Ratio Test of a time series, with or without the heteroskedasticity correction.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): Variance Ratio Test Download |
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
License: Freeware | Size: 532.48 KB | Download (48): Weak form market efficiency tests Download |
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
License: Freeware | Size: 10 KB | Download (44): Window cross-similarity Download |
Calculates the Mutual Average Information of a time series for some time lag.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (47): Mutual Average Information Download |
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...
License: Shareware | Cost: $99.50 USD | Size: 788 KB | Download (264): CaterpillarSSA Download |
XLSTAT is a complete analysis and statistics add-in for Excel. It has been developed since 1993. XLSTAT includes more than 240 features in general or field-specific solutions. The use of Excel as an interface makes XLSTAT a user-friendly and highly efficient statistical and multivariate data...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Demo | Cost: $295.00 USD | Size: 219.34 MB | Download (4673): XLSTAT Download |