Time Series Analysis

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.

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).

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

FwPlatinum provides real time data analysis of CheckPoint FireWall-1 connection logs. Data is stored for up to 2 years, and is accessed by CGI generated graphs which can drill down to the specific time that you are interested in.


Platforms: Windows, Mac, Linux

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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