MackeyGlass Time Series Forecasting using WangMendel Method
There are three methods (1, 2 & 3 [Backpropagation]) for forecasting a time series. Here is a collection of MATLAB programming, screen shorts, Fig files giving results. Follow comments in the files to run programs
Use this function to plot several time series aligned beneath each other with shaded blocks highlighting important sections.
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...
[h,varargout]=plotColumns(data,varargin) plots columns of a matrix as if each column is a time series
USAGE: plotColumns(data); [h] = plotColumns(t,data); [h] = plotColumns(t,data,{colors}); [h] =...
This a very simple function that produces a condensed, approximate version of the timeseries signal y, with each group of n adjacent points in y replaced by its average. You can use this to condense oversampled signals so that subsequent...
Measures of Analysis of Time Series (MATS) toolkit computes a number of different measures of analysis of scalar time series (linear, nonlinear and other statistical measures). It also contains preprocessing tools (transformations and...
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...
Semi variance method and scaled windowed variance method for fractal time series analysis. Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical...
These algorithms are an implementation of the iterative amplitude adapted Fourier Transform method of Schreiber and Schmitz to make surrogate time series. These surrogate time series or fields were made to have the Power spectrum and the amplitude...
The time series viewer is a tool for interactive exploration of time series data. It was designed with flight test data in mind, but could be used for other applications.
This viewer allows you to interactively visualize time series...
The zip files contains four files for date management on a time series created based on general steps. It was a quite useful in my PhD for time series. The scripts allow for finding a final date in a time series knowing only the initial date and...
Roomberg is a graphical tool to convert economic timeseries from/to various formats. It allows the storage of various timeseries with diferent durations and it exports them directly to R and Gretl.
The Time Series Toolbox is a set of software components that simplify the task of building applications that record, process, store and publish time series of observations. Current main application area are sensor networks.
To develop a software package for time series manipulation and cycles analysis. Cycles means repeated occurrences at nearly equal time intervals in any time series data. See http://www.cyclesresearchinstitute.org/ for a site about cycles.
GUI for univariate time series modeling and decomposition based on Pandit and Wu (1983)
Plots columns of matrix data as distinct time series. User should normalize data first to minimize overlap.
Data stored columnwise 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.
Aligns matrix entries so that the center of the time series corresponds to the maximum value of the time series.
This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized qmoments of the distribution
