Symbolic Representations of Time Series...
SAX is just as good as other representations, or working on the raw data for most problems (Slides shown at the end of this presentation)
A fourier filter for Time-Series signals. Does not
require the Signal Processing Toolbox.
There is an interactive version with sliders that
allow you to adjust the filter parameters
continuously while observing the effect on your signal
dynamically.
Interactive smoothing for Time-Series signals, with sliders that
allow you to adjust the smoothing parameters continuously
while observing the effect on your signal dynamically. Run
SmoothSliderTest to see how it works.
This program calculates Approximate Entropy of a given time series. Approximate Entropy is a statistic which is used to predict the regularity in agiven time series. Apen( Approximate entropy ) is a recently developed method highly used in biomedical applications.
A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.
A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/.
工程計(jì)算MATLAB code to calculate the reorthogonalized sine tapers
input: N = the length of the time series data to be tapered
p = the number of tapers requested
I = the gap structure a vector of length N
I(t) = 1 if there is data at time t, t=1, ..., N
I(t) = 0 if there is a gap at time t
output: X = N-by-p vector of the reorthogonalized sine taper
一個非常好的時間序列工具箱，詳細(xì)使用說明見P. M. T. Broersen, Automatic Spectral Analysis with Time Series Models, IEEE Transactions on Instrumentation and Measurement, Vol. 51, No. 2, April 2002, pp. 211-216.
Abstract：Noise frequency modulation(FM)jamming。which belongs to blanket jamming。is already become
the main form ofnoise jamming at present。because the wideband was gained by it．Tne spectnlnl ofnoise FM
jamming is analyzed by time domain autocorrelation method in this paper．It’S jamm g peculiarity and幾o(hù)ut—
putting signal’S jamming peculiarity ale explained．At last，these time series models ofnoise FM jalllIIling sig—
nal and幾o(hù)utputting signal ale built．
