Questions tagged [time-series]
Questions on sequences where adjacent samples are time-correlated, making the data suitable for modeling the behavior of the sampled system.
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Fourier series using DFT
I am trying a simple example to do a discrete Fourier transform. My goal is to use DFT to find the frequencies that have built the time signal and then to a good approximation, use DFT data to find ...
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How to extract viewership data and what kind of distribution should describe youtube viewership for events in a video?
This is actually a 2-in-one question.
I am a big chess fan, and I have been following the FIDE candidates tournament closely. I was watching an older interview where IM Levi Rozman interviews GM Ian ...
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Is there a filter for smoothing out data that only changes the last incoming value that isn't MovingAverage?
So I'm studying financial markets and I want to smooth out some data. This can be achieved by using MovingAverage(MA) or ExponentialMovingAverage(EMA) but I'm trying to find something better.
There ...
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Ensemble averaging with non-identical (time) stamps
I have data which could be interpreted as time series, but with non-identical time stamps.
Their format is:
...
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How to Model a Parametric Fast Fourier Transform in Mathematica?
I'm using this code which evaluates the FFT of my original signal (which is a time series). Using the Manipulate function of Mathematica it is possible to vary the ...
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How to plot time-frequency evolution based on zero crossings?
In a paper that analyzes the data from GW150914, a time-frequency plot was shown.
The paper proposes that, quote:
An approximate version
of the time-frequency evolution can also be obtained
directly ...
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Calculating upper culmination of the Moon
I’m completely confused by the new astronomical data system in Mathematica. For every day in some interval, I want to calculate
{azimuth, altitude} of the Moon in ...
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How to make faster of a code containing more iteration points?
I am trying to evaluate a code of the Power Series Solution method to get the results. Also, the time of evaluation depends on the parameters I am using. When the iteration point is 50, 60, or 80, it ...
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Accumulate Date Data Over Some Period
Say I have a series of time points, spread randomly throughout the year
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How to improve performance of making an Exponentially Weighted Correlation Matrix?
I would like to make an Exponentially Weighted version of Correlation (similar to https://pandas.pydata.org/pandas-docs/version/0.17.0/generated/pandas.ewmcov.html)....
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How to join common dates on a TemporalData set with TimeSeriesThread (possible Bug)
Bug introduced in version 13.2 or earlier
WRI have forwarded the problem to their developers. Case Number 5029803
I am trying to join TemporalData with many paths ...
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How to Name a Path in TemporalData?
Preamble:
I am working with stock prices and need to perform calculations on them. And then extract the information for further calculations.
TimeSeries/...
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Periodogram and frequency
On the x axis of periodogram, one should have either a period or frequency. What frequency is used in Periodogram --- angular or ...
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Does anyone have any Mathematica code for rainflow counting for fatigue and damage equivalent load anlaysis?
‘Rainflow Counting’ is a method to determine the number of fatigue cycles present in a load-time history. See https://en.wikipedia.org/wiki/Rainflow-counting_algorithm
There is a MatLab function that ...
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