Time Series Plot

Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel! With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...

Only in very simple situations can we describe the correlation between two time series as a single number. Often it varies both as a function of time, and of wavelength. Datasets may be uncorrelated on short timescales due to noise, but strongly correlated on larger wavelengths (eg annual).This...

Aligns matrix entries so that the center of the time series corresponds to the maximum value of the time series.


Platforms: Matlab

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

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

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


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

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

HidroSIG is a GIS that supports raster and vectorial maps with modules oriented to the hydrological analysis, time series, remote sensing and more. It has been made 100% in java using VisAD for data visualization and using MySQL to storage all data.


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: *nix

NetworkX is a Python package for the creation, manipulation, and study of the structure, dynamics, and functions of complex networks. Features * Standard graph-theoretic and statistical physics functions * Easy exchange of network algorithms between applications, disciplines, and platforms *...


Platforms: *nix

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

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

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

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


Platforms: Matlab

A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.


Platforms: Windows, Mac, Linux

Tidal Analysis Program in PYthon (TAPPY) uses the least squares optimization function from scipy to perform a harmonic analysis (calculate amplitude and phases of a set of sine waves) of a hourly time series of water level values.


Platforms: Windows, Mac, Linux

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

This program presents the solution to an ode model of the circadian clock, published by Locke et al (2005) 'http://www.nature.com/msb/journal/v1/n1/full/msb4100018.html', in two different ways.A moving plot can show either time series or a limit cycle in 2D or 3D mode, with the user able to...


Platforms: Matlab

When drawing financial time series from various markets, one usually needs to make some adjustments before evaluating the series. One of the major concerns is that due to different national holidays or working days across countries, the dates happen to be not synchronized. Clearly this could make...


Platforms: Matlab