Time Series Expert
A PHP library for creating time series charts. This library was developed for the PgMonitor and OpenStats projects, but it's possible to use it separately.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 309.62 KB | Download (44): TimeChart Download |
Timeplot is a DHTML-based AJAXy widget for plotting time series and overlay time-based events over them (with the same data formats that Timeline supports). The script is very easy to customize or to implement in your own projects.
Platforms: Windows, Mac, *nix, JavaScript, BSD Solaris
License: Freeware | Download (53): Timeplot Download |
The SigmaPi Neural Network Simulator is designed for time-series processing and neural network research on Unix/X11. It uses the LSTM neuron model, the RTRL training algorithm and a heuristic learning rate adaptation based on local update sign-changes.To use SigmaPi, you should know how a...
Platforms: Windows, Mac, *nix, C/C++, BSD Solaris
License: Freeware | Download (65): SigmaPi Neural Network Simulator Download |
Dilates a time series input and resizes it to the orignal sample lengthinput. If a matrix is input, dilation is done along columns. % The up/downsampling is done via resample.m, so low-pass filtering of theup/downsampling is automatically implemented. An anti-alaising, lowpassfilter is applied to...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): Dilates matrix data Download |
A fourier filter for time-series signals. Version 1.5, May 4, 2007, is calibrated specifically for time-based signals. Does not require the Signal Processing Toolbox. By adjusting the parameters, you can create lowpass, highpass, bandpass, and bandreject (notch) filters with variable cut-off...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Interactive Fourier Filter Download |
This submission provides functions (and examples scripts) for estimation, simulation and forecasting of a general Markov Regime Switching Regression. Features of the package:- Support for univariate and multivariate models.- Support of any number of states and any number of explanatory...
Platforms: Matlab
License: Freeware | Size: 409.6 KB | Download (56): MS_Regress - A Package for Markov Regime Switching Models in Matlab Download |
SIXDOFVM Calculate aircraft variable-mass rigid-body six-degrees-of-freedom equations of motion using MATLAB ODE45 solver. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Inputs: =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Forces = 3x1 vector of forces in body coordinates Moments = 3x1 vectory of...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (57): MATLAB Simulation of variable-mass rigid-body 6DOF Download |
A command-line peak fitting program for time-series signals, written as a self-contained Matlab function in a single m-file. Uses an non-linear optimization algorithm to decompose a complex, overlapping-peak signal into its component parts. The objective is to determine whether your signal can be...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): Peak Fitter Download |
Suppose that you have a signal Y (Y can be a time series, a parametric surface or a volumetric data series) corrupted by a Gaussian noise with unknown variance. It is often of interest to know more about this variance. EVAR(Y) thus returns an estimated variance of the additive noise.EVAR provides...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Noise variance estimation Download |
Cosinor analysis uses the least squares method to fit a sine wave to a time series. Cosinor analysis is often used in the analysis of biologic time series that demonstrate predictible rhythms. This method can be used with an unequally spaced time series. Follows cosinor analysis of a time series...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (63): Cosinor Analysis Download |
SIXDOF Calculate aircraft fixed-mass rigid-body six-degrees-of-freedom equations of motion using MATLAB ODE45 solver. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Inputs: =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Forces = 3x1 vector of forces in body coordinates Moments = 3x1 vectory of moments...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (64): MATLAB simulation of fixed-mass rigid-body 6DOF Download |
A fast customizable function for locating and measuring the peaks in noisy time-series signals. Adjustable parameters allow discrimination of "real" signal peaks from noise and background. Determines the position, height, and width of each peak by least-squares curve-fitting. It can find and...
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (41): Peak finding and measurement Download |
A peak fitting program for time-series signals, written as a self-contained function in a single m-file. Uses an non-linear optimization algorithm to decompose a complex, overlapping-peak signal into its component parts. The objective is to determine whether your signal can be represented as the...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (43): Interactive Peak Fitter Download |
Mathematically simple, quickly- computable resolution enhancement for time-series signals consisting of partially overlapping peaks. It is based on subtracting the scaled, smoothed 2nd derivative and adding the scaled, smoothed 4th derivative to the original signal. The algorithm can be...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (40): Interactive Resolution Enhancement Download |
This library has been designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero) and...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 3.63 MB | Download (40): Temporal Disaggregation Library Download |
nteractive smoothing for time-series signals, with sliders that allow you to adjust the smoothing parameters continuously while observing the effect on your signal dynamically. RunSmoothSliderTest to see how it works. Can be used with any smoothing function, but two fast smooth functions are...
Platforms: Matlab
License: Freeware | Size: 102.4 KB | Download (46): Interactive Smoothing Download |
Interactive differentiation for time- series signals, with sliders that allow you to adjust the derivative order, smooth width, and scale expansion continuously while observing the effect on your signal dynamically. Run InteractiveDerivativeTest to see how it works. For more information see...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (47): Interactive Derivative Download |
Where several instruments record a time-series of data with a common time record, quality control and despiking of the data is often linked between the instruments. This function allows a variable number of datasets (with a common time record) to be plotted and scrolled through. Bad data can be...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): scrollingplot Download |
This UI driven application allows users to- load time series data from several sources (yahoo, MATLAB, etc...) depending on which MATLAB toolboxes the user is licensed for.- calculate and display several of the simpler technical analysis indicators.(Generally indicators that only require one time...
Platforms: Matlab
License: Freeware | Size: 51.2 KB | Download (39): Technical Analysis Too Download |
This function returns the maximum relative drawdown of time-series data, as well as the start and end indices of the period when this drawdown was experienced.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Maximum Drawdown Download |