Time series projects and source code

Individual foram approach uncertainty analysis in matlab

The following Matlab project contains the source code and Matlab examples used for individual foram approach uncertainty analysis . This code constructs synthetic time series with varying ENSO and seasonal cycle amplitudes for a point location in the tropical Pacific Ocean and produces a probability contour plot depending on the number of individual foraminfera analyzed.

Sample entropy in matlab

The following Matlab project contains the source code and Matlab examples used for sample entropy. SampEn is a measure of complexity that can be easily applied to any type of time series data, including physiological data such as heart rate variability and EEG data.

Temporal disaggregation library in matlab

The following Matlab project contains the source code and Matlab examples used for temporal disaggregation library. This library has been designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei, low-pass interpolation), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero, Proietti) and multivariate methods with indicators and transversal constraints (Rossi, Denton, Di Fonzo).

Permutation entropy in matlab

The following Matlab project contains the source code and Matlab examples used for permutation entropy. % Calculate the permutation entropy % Input: y: time series; % m: order of permuation entropy % t: delay time of permuation entropy, % Output: % pe: permuation entropy % hist: the histogram for the order distribution %Ref: G Ouyang, J Li, X Liu, X Li, Dynamic Characteristics of Absence EEG Recordings with Multiscale Permutation % % Entropy Analysis, Epilepsy Research, doi: 10.

Temporal disaggregation library in matlab

The following Matlab project contains the source code and Matlab examples used for temporal disaggregation library. This library has been designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei, low-pass interpolation), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero, Proietti) and multivariate methods with indicators and transversal constraints (Rossi, Denton, Di Fonzo).

Dissimilarity index based on order pattern analysis in matlab

The following Matlab project contains the source code and Matlab examples used for dissimilarity index based on order pattern analysis. % DsimOrder Calculate the Dissimilarity index based on order pattern analysis % % Input: X: 1xn time series; % Y: 1xm time series; % M: the embedding dimension (common M=3,4 or 5) % t: delay time of order pattern analysis, % % Output: % Dsim: Dissimilarity index between X and Y % PEx and PEy: permutation entropy of X and Y % Ref: Ouyang, G.

Ar model in matlab

The following Matlab project contains the source code and Matlab examples used for ar model. LAMBDA = AR_MODEL(Y, N) estimates an N:th order autoregressive polynomial model (AR) for time series Y: y(t) + l_1 * y(t-1) + l_2 * y(t-2) + .

Low rank multivariate autoregressive model for dimensionality reduction in matlab

The following Matlab project contains the source code and Matlab examples used for low rank multivariate autoregressive model for dimensionality reduction. Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data.

Time series indexing in matlab

The following Matlab project contains the source code and Matlab examples used for time series indexing. Doing stimulus triggered averaging? Continuous EEG analysis? Want to know what the average hourly barometric pressures were for the last 30 years, but you need individual results for each month? A common problem in time series analysis is trying to get the average signal that follows (or precedes) a set of time points.

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