Time Series Analysis

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 ......

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

This is a simple program written so the equations look like classical matrix equations and it solves the voltage out of the standard current driven loop filter. This is intended to be used in some future PLL analysis program, but it outlines the way to set up the equations, and solve them. There...


Platforms: Matlab

Plots columns of matrix data as distinct time series. User should normalize data first to minimize overlap.


Platforms: Matlab

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

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

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

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

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

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

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

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: Windows

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: Linux

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