Genetic Algorithm Time Series Forecast

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

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

TurboGA is an augmented version of the Matlab script SpeedyGA (also available on File Exchange). TurboGA uses a simple mechanism called clamping, which, according to a new theory about the workings of genetic algorithms (see http://www.cs.brandeis.edu/~kekib/dissertation.html ), should... Platforms: Matlab

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

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

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

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

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

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

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

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

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

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

Darwin 2: Java Framework for Evolutionary Computation (genetic algorithm, GA). A true framework with out-of-the-box functionality and extensibility of all classes. Interface-based pattern with dependency-injection to configure components. 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

Evolve is a simulation written in java that uses the Genetic Algorithm to evolve intelligent agents acting in a rich environment. Platforms: Windows, Mac, Linux