Time Series Plot
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 |
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
License: Freeware | Size: 204.8 KB | Download (102): SigmaPi Neurosimulator Download |
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
License: Freeware | Size: 1024 KB | Download (107): RRDTool 1.2.21 / 1.3 Beta Download |
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
License: Freeware | Size: 327.68 KB | Download (103): Harminv Download |
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
License: Freeware | Size: 37 MB | Download (49): kSpectra Toolkit for Mac OS Download |
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
License: Freeware | Size: 1.3 MB | Download (418): RRDTool for Linux Download |
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
License: Freeware | Size: 17 KB | Download (45): Lokad OpenShell Download |
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
License: Freeware | Size: 10 MB | Download (530): MacAnova Download |
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
License: Freeware | Size: 65.96 KB | Download (54): Annotation Graph Toolkit Download |
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
License: Freeware | Size: 634.84 KB | Download (44): Autosmooth Download |
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
License: Freeware | Size: 465.51 MB | Download (44): decima Download |
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
License: Freeware | Size: 151.22 MB | Download (48): HidroSIG Download |
A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 400.9 KB | Download (46): State Space Models Download |
Tidal Analysis Program in PYthon (TAPPY) uses the least squares optimization function from scipy to perform a harmonic analysis (calculate amplitude and phases of a set of sine waves) of a hourly time series of water level values.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 1.19 MB | Download (46): Tidal Analysis Program in PYthon Download |
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 |