Time Series
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 |
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 (44): Interactive Resolution Enhancement 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 |
AMI computes and plots average mutual information (ami) and correlation of univariate or bivariate time series for different values of time lag.USAGE: [amis corrs] = ami(xy,nBins,nLags)INPUT: xy: either univariate (x) or bivariate ([x y]) time series data. If bivariate time series are given then...
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (43): ami and correlation Download |
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 |
This is a GUI that manages DSP analysis functions for wav-files (e.g., speech signals). Two functions (plotps.m and spect.m) are included for starters. You may write your own functions and integrate that into the GUI without much hassle (see instructions in the accompanying readme.txt file)....
Platforms: Matlab
License: Freeware | Size: 122.88 KB | Download (42): Speech Snipper Download |
EZFFT(T,U) plots the power spectrum of the signal U(T) , where T is a 'time' and U is a real signal (T can be considered as a space coordinate as well). If T is a scalar, then it is interpreted as the 'sampling time' of the signal U. If T is a vector, then it is interpreted as the 'time' itself....
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): EZFFT : An easy to use Power Spectrum (FFT) Download |
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
License: Freeware | Size: 10 KB | Download (45): Normalised Partial Energy Sequence Download |
The current submission illustrates a way to use the popular open source arduino boards with MATLAB illustrating the capabilities of data acquisition and visualization in real time .The Arduino Demilanove based on the ATMEGA 328 is used to send a series of time series through the serial interface...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Arduino meets MATLAB Download |
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
License: Freeware | Size: 460.8 KB | Download (44): Improved GUI for Affymetrix gene expression analysis Download |
The Strategy Pattern is just one of many patterns defined by the "Gang of Four" that are commonly used in many other object-oriented programming languages.Now with Matlab 2008b we can define Interfaces and Abstract classes that can make use of many of these patterns. Not only is this good coding...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Strategy Design Pattern in Matlab 2008b Download |