Questions tagged [signal-processing]

Numerical analysis of a digitized signal

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45
votes
7answers
34k views

Features for time series classification

I consider the problem of (multiclass) classification based on time series of variable length $T$, that is, to find a function $$f(X_T) = y \in [1..K]\\ \text{for } X_T = (x_1, \dots, x_T)\\ \text{...
25
votes
3answers
11k views

Application of wavelets to time-series-based anomaly detection algorithms

I've been beginning to work my way through Statistical Data Mining Tutorials by Andrew Moore (highly recommended for anyone else first venturing into this field). I started by reading this extremely ...
22
votes
1answer
22k views

How can I align/synchronize two signals?

I'm doing some research but have come stuck at the analysis stage (should've paid more attention to my stats lectures). I've collected two simultaneous signals: flow rate integrated for volume and ...
24
votes
4answers
10k views

Is it a good idea to use CNN to classify 1D signal?

I am working on the sleep stage classification. I read some research articles about this topic many of them used SVM or ensemble method. Is it a good idea to use convolutional neural network to ...
2
votes
1answer
971 views

Dimensionality reduction of multiple signals using Fourier transform

I have $N$ recorded signals, $x$, each of which have been sampled 672 times across a time period of a week (= 15 min intervals). I will denote $x_{ij}$ as the $j$th sample for the $i$th recorded ...
0
votes
0answers
65 views

Getting rid of spikes in sample data [duplicate]

Possible Duplicate: Simple algorithm for online outlier detection of a generic time series How could I get rid of sparky data in a descrete data set, but in a "smoother out" manner? Take for ...
8
votes
3answers
4k views

Series dimensionality reduction for classification Input

I am looking to construct a predictive model where the outcome variable is binary and the input is time series. To make it more concrete, the model will predict if a customer churns (left the company; ...
11
votes
2answers
3k views

What is the difference between functional data analysis and high dimensional data analysis

There are a lot of references in the statistic literature to "functional data" (i.e. data that are curves), and in parallel, to "high dimensional data" (i.e. when data are high dimensional vectors). ...
10
votes
1answer
18k views

How should I normalize my accelerometer sensor data?

I'm working with a large set of accelerometer data collected with multiple sensors worn by many subjects. Unfortunately, nobody here seems to know the technical specifications of the devices and I don'...
4
votes
2answers
30k views

How to calculate the signal-to-noise ratio (SNR) in an image?

I am working with an image X, I apply the "adaptive median filter" in it and I get the image Y. I'd like to measure the SNR in both in order to evaluate the quantity of noise deleted. I know the ...
4
votes
1answer
1k views

Trend Analysis of feature importance over time in R

I'm running an experiment on a Streaming Classification Model (an Online Random Forest) that I've created. If that is a completely foreign concept to you here is a presentation I did on it recently: ...
3
votes
2answers
2k views

Testing significance of cross-correlated series

I want to prove that, overall, signal B is correlated to signal A. I was thinking of using cross-correlation (in R) to measure this. Essentially I have two kinds of signals: signal A is a series of ...
2
votes
0answers
94 views

Detect different fonts of audio from a single audio source

My code uses Google Voice API, to detect what one person said. For example, if I say one, two, three on my microphone the Google's API returns to me ...
2
votes
2answers
2k views

Regression with repeated measures in Matlab

Is there a way to perform multiple logistic regression on repeated measures data using Matlab? I have a data set containing a daily measurement recorded from 20 participants for 60 days. I am ...
1
vote
1answer
665 views

prediction on short time series with seasonality and data correlations

I have, say, 5 weeks of data standing for daily income of a company and I want to predict the next income. Obviously, there is a seasonality in data - every day is "seasonal" with the same day of the ...
7
votes
2answers
2k views

Predictions for random walk in ARIMA model

Below I'm showing just a small subset of a larger set of measurements of a process that I'm using to in turn predict something else. The part of the process that is my signal of interest is the ...
5
votes
0answers
146 views

How to improve estimation of a deconvolved density

I have the following problem: Y = X + e with Y = Total reaction time (noisy signal) X = selection time (signal) e = discrimination time (noise) I am interestend in the distribution for X and ...
2
votes
0answers
103 views

Detecting the period of a signal with a length of only a few periods [duplicate]

Possible Duplicate: Fourier data with non-integer periods, correcting for phase bias I have a not perfectly but quit periodic signal, with a length of only a few periods. What methods are ...
0
votes
0answers
13 views

Encoding a time series with varying time differences as an image

There are methods to encode a time series into an 'image' i.e a matrix of scalar values. Some methods include recurrence plots, gramian angular field and markov transition field. Most methods assume ...
0
votes
1answer
305 views

Test for fractional Brownian motion in Matlab

Is there a test in Matlab if a time series satisfies properties of being a fractional Brownian motion?