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Time series are data observed over time (either in continuous time or at discrete time periods).

11 votes
3 answers
2k views

Need advice on change point (step) detection

I have a time series with lots of steps/jumps (data file here). A plot is given below. I would like to subtract an appropriate value for each of these square wave features to bring them back down to t …
vibe's user avatar
  • 301
7 votes
0 answers
3k views

Edge detection in time series

I have a time series (data here) which contains several square-wave jumps, as well as some physical signals of interest. An example is shown in the top panel of the figure below. There are square wave …
vibe's user avatar
  • 301