Time Series Analysis

GUI for univariate time series modeling and decomposition based on Pandit and Wu (1983)

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...

This program presents the solution to an ode model of the circadian clock, published by Locke et al (2005) 'http://www.nature.com/msb/journal/v1/n1/full/msb4100018.html', in two different ways.A moving plot can show either time series or a limit cycle in 2D or 3D mode, with the user able to...


Platforms: Matlab

When drawing financial time series from various markets, one usually needs to make some adjustments before evaluating the series. One of the major concerns is that due to different national holidays or working days across countries, the dates happen to be not synchronized. Clearly this could make...


Platforms: Matlab

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

Aligns matrix entries so that the center of the time series corresponds to the maximum value of the time series.


Platforms: Matlab

alculate the normalized partial energy sequence (NPES) for a given signal vector X.If a particular transform is capable of capturing the key features of a signal in few coefficients, the NPES will approach unity for relatively quickly.Ref: Percival and Walden, Wavelet Methods for Time Series...


Platforms: Matlab

R is a language and environment for statistical computing and graphics. R provides a wide variety of statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques, and is highly extensible. The S...


Platforms: Mac

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

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

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

PHPGraphs is a set of graphing classes for php.The basic graph types are line, point, area, and bar. Also, an advanced Time Series graph is included. PHPGraphs supports large numbers of large sized data sets.


Platforms: PHP

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

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

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

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

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

This user interface allows a user to load some Affymetrix data in an Excel file and perform some basic operations on it - log transform, log ratio, normalization, noise reduction, filtering, PCA and clustering, in addition to some visualizations like profile plots, boxplots and matrix...


Platforms: Matlab

Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel! With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...


Platforms: Windows, Windows 8, Windows 7, Windows Server