Series
SSA generates a trayectory matrix from the original series by sliding a window of length L. The trayectory matrix is aproximated using Singular Value Decomposition. The last step reconstructs the series from the aproximated trayectory matrix. The SSA applications include smoothing, filtering, and...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (52): Singular Spectrum Analysis smoother 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 (49): 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 |
dcmSeries = loaddcmdir(directoryname)LOADDICOMDIR reads metadata from DICOMDIR file and shows a list of the different DICOM SERIES in a Pop-up menus. After selecting a dicomseries the program creates a dcmSeries structure containig the related file names and path. The zip file also contains the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): DICOMDIR Reader Download |
A set of DICOM files containing a full series of transverse MR images of the brain. These images are used in the November 2002 MATLAB Digest article about DICOM: http://www.mathworks.com/company/newslette...ov02/dicom.html
Platforms: Matlab
License: Freeware | Size: 1.21 MB | Download (44): DICOM Example Files Download |
Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Cornish-Fisher VaR Download |
this will find the solution of U''=k*U*U' by using taylor series 3rd order and secant methodit gives an idea about the nonlinear ode method and also gives the idea of solving problem in matlab
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): secant method in nonlinear ode Download |
MATLABdlT« is a software environment and programming language with over 1,000,000 users and supports TektronixdlT« spectrum analyzers through its Instrument Control Toolbox.MATLAB is used with Tektronix spectrum analyzers for important tasks including filtering acquired signals, analyzing...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Acquiring IQ Data - Tektronix 6000 Series Spectrum Analyzer Download |
This programs shows how to read data back from the Agilent/HP 8753/8720 Series Network Analyzers using FORM4 (ASCII) string format.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Agilent 8753/8720 VNA ASCII Data Read Download |
MATLAB in Physics is four lecture series in MATLAB that is offered to first year physics undergraduate students. The aim of this lecture series is to introduce students to computational methods in MATLAB to solve problems arising in physics that cannot be solved analytically. No prior knowledge...
Platforms: Matlab
License: Freeware | Size: 604.16 KB | Download (45): MATLAB in Physics - Visualisation Download |
ORMA (Oligonucleotide Retrieving for Molecular Applications) is a series of integrated scripts in Matlab, which performs an accurate search of all the positions able to specifically discriminate one species among homologous ones. ORMA also performs an accurate selection of high-quality...
Platforms: Matlab
License: Freeware | Size: 286.72 KB | Download (47): ORMA (Oligonucleotide Retrieving for Molecular Applications) Download |
This programs shows how to read data back from the Agilent/HP 8753/8720 Series Network Analyzers using FORM5 (32-bit little-endian) binary block format.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): O.J. Danzy Download |
This programs shows how to read data back from the Agilent/HP 8753/8720 Series Network Analyzers using FORM5 (32-bit little-endian) binary block format
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): Agilent 8753/8720 VNA Binary Data Read 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 |
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 |