plateform stringclasses 1
value | repo_name stringlengths 13 113 | name stringlengths 3 74 | ext stringclasses 1
value | path stringlengths 12 229 | size int64 23 843k | source_encoding stringclasses 9
values | md5 stringlengths 32 32 | text stringlengths 23 843k |
|---|---|---|---|---|---|---|---|---|
github | CalSimCalLite/CalLiteGUI-master | writeArrayToDSS.m | .m | CalLiteGUI-master/CalGUI/Model_w2/vscript/lib/vista/scripts/matlab/writeArrayToDSS.m | 5,105 | utf_8 | b7fb21514fc397b5e5264babbb24a51c | % Copyright (C) 2003 State of California, Department of
% Water Resources.
% This program is licensed to you under the terms of the GNU General
% Public License, version 2, as published by the Free Software
% Foundation. More license details are available at the end of this file
function write... |
github | CalSimCalLite/CalLiteGUI-master | createArrayFromDSS.m | .m | CalLiteGUI-master/CalGUI/Model_w2/vscript/lib/vista/scripts/matlab/createArrayFromDSS.m | 5,571 | utf_8 | 26900903ec6d0ecba334f249fc8cad2f | % Copyright (C) 2003 State of California, Department of
% Water Resources.
% This program is licensed to you under the terms of the GNU General
% Public License, version 2, as published by the Free Software
% Foundation. More license details are available at the end of this file
function array... |
github | CalSimCalLite/CalLiteGUI-master | writeRTSToDSS.m | .m | CalLiteGUI-master/CalGUI/Model_w2/vscript/lib/vista/scripts/matlab/writeRTSToDSS.m | 3,704 | utf_8 | 8c9bb243928acc7746615ce3e79aa38b | % Copyright (C) 2003 State of California, Department of
% Water Resources.
% This program is licensed to you under the terms of the GNU General
% Public License, version 2, as published by the Free Software
% Foundation. More license details are available at the end of this file
function write... |
github | miltonsarria/am_fm_modSpec-master | am_fm_features.m | .m | am_fm_modSpec-master/am_fm_features.m | 2,101 | utf_8 | 8333b2159c2bbc247df75b7940b8491a | function [WIF]=am_fm_features(s,fs)
%This function computes the weighted instantaneous frequencies using a
%gammatone filter bank and the hilbert envelope approach for demodulation.
%The filter bank is already computed and saved in the file filt_bank.mat
%Inputs:
% s speech signal
% fs sampling ra... |
github | miltonsarria/am_fm_modSpec-master | all_feats.m | .m | am_fm_modSpec-master/all_feats.m | 2,024 | utf_8 | 1d91fedadc617e7938c7cad1dc7d45c0 | function [feats,filB]=all_feats(s,filB,FS,FR)
%s input signal
%filB filter bank structure
%FS sampling rate
%FR frquency rangue in Hz for the filter bank
%list_wav
%fin
n=0.025*FS; hop=0.01*FS;
lowF=FR(1);
if FR(2)==8000, hiF=7000;
else hiF=FR(2);
end
Gab=filB.Gabor;
Gam=~filB.Gabor;
nFilters=filB.nfilt;
nTaps=filB.nT... |
github | miltonsarria/am_fm_modSpec-master | VQVAD.m | .m | am_fm_modSpec-master/VQVAD.m | 10,906 | utf_8 | 56b63d89f15b0013aa18de9d0300834d | function [speechInd, LLR, params] = VQVAD(s, fs, params);
% Adaptive voice activity detector (VAD) presented in,
%
% [1] Tomi Kinnunen and Padmanabhan Rajan, "A practical, self-adaptive voice
% activity detector for speaker verification with noisy telephone and
% microphone data", to appear in ICASSP 2... |
github | Lamiane/QuasiNewtonOptimization-master | DFP.m | .m | QuasiNewtonOptimization-master/DFP.m | 170 | utf_8 | a60dee2a65e5177b4015f4e3ad25be08 | % Davidon-Fletcher-Powell
function H = DFP(H, deltaX, Y)
b = (deltaX * deltaX')/(Y' * deltaX);
c = H * Y * Y' * H';
d = Y' * H * Y;
H = H + b - (c/d);
end |
github | Lamiane/QuasiNewtonOptimization-master | convex.m | .m | QuasiNewtonOptimization-master/convex.m | 163 | utf_8 | 322cc40932883e1e8d719c50117f79d7 | % F: R2 -> R
% F(x, y) = x^2 + y^2
function [fx, f1x] = convex(argument)
fx = argument(1).^2 + argument(2).^2;
f1x = [2.*argument(1); 2.*argument(2)];
end
|
github | Lamiane/QuasiNewtonOptimization-master | BFGS.m | .m | QuasiNewtonOptimization-master/BFGS.m | 241 | utf_8 | 95527b94114f99080a0a84086ff53c09 | % Broyden–Fletcher–Goldfarb–Shanno
function H = BFGS(H, deltaX, Y)
N = length(deltaX);
a = deltaX * Y';
b = Y' * deltaX;
c = Y * deltaX';
d = deltaX * deltaX';
H = (eye(N) - a/b)' * H * (eye(N) - c/b) + d/b;
end |
github | Lamiane/QuasiNewtonOptimization-master | deltaX.m | .m | QuasiNewtonOptimization-master/deltaX.m | 91 | utf_8 | 7b57f7d63a1774b9df9caf9cad92da89 | % calculate deltax
function [deltax] = deltaX(alpha, H, gradFx_n)
% some code
end
|
github | chaosuo/hctsa-master | TSQ_brawn_oploop.m | .m | hctsa-master/Calculation/TSQ_brawn_oploop.m | 2,852 | utf_8 | aa4a3dbe9dfe5b1f8c3051529c9acdbe | % ------------------------------------------------------------------------------
% TSQ_brawn_oploop
% ------------------------------------------------------------------------------
%
% Function that links operations to outputs of corresponding master operations,
% including the assignment of error codes.
%
% --------... |
github | chaosuo/hctsa-master | TSQ_agglomerate.m | .m | hctsa-master/Calculation/TSQ_agglomerate.m | 12,157 | utf_8 | dcfc53537f7c757151f935083937c5f6 | % ------------------------------------------------------------------------------
% TSQ_agglomerate
% ------------------------------------------------------------------------------
%
% Uploads data in the HCTSA_loc file in the current directory back into the
% mySQL database. Should be done to store the result new comp... |
github | chaosuo/hctsa-master | TSQ_brawn_masterloop.m | .m | hctsa-master/Calculation/TSQ_brawn_masterloop.m | 2,168 | utf_8 | f93046fb15633f94c96c4d9780753c67 | % ------------------------------------------------------------------------------
% TSQ_brawn_masterloop
% ------------------------------------------------------------------------------
%
% Function used in a loop by TSQ_brawn to evaluate a given master function.
%
% ---------------------------------------------------... |
github | chaosuo/hctsa-master | BF_parevalM.m | .m | hctsa-master/Calculation/BF_parevalM.m | 1,290 | utf_8 | 9d1d93ffd54fc93a4ffb80fd61189373 | % ------------------------------------------------------------------------------
% BF_parevalM
% ------------------------------------------------------------------------------
%
% parfor loops don't allow the 'eval' function. This sneaky sneaky gets around
% that.
%
% -------------------------------------------------... |
github | chaosuo/hctsa-master | BF_pareval.m | .m | hctsa-master/Calculation/BF_pareval.m | 1,457 | utf_8 | 9bef900d2ffd8bd578dfa3a54177e3fa | % ------------------------------------------------------------------------------
% BF_pareval
% ------------------------------------------------------------------------------
%
% parfor loops don't allow the 'eval' function. This sneaky sneaky gets around
% that.
%
% --------------------------------------------------... |
github | chaosuo/hctsa-master | TSQ_combine.m | .m | hctsa-master/Calculation/TSQ_combine.m | 10,377 | utf_8 | 30d279c476904a3218ba1011240e22ce | % ------------------------------------------------------------------------------
% TSQ_combine
% ------------------------------------------------------------------------------
%
% This function joins two HCTSA_loc.mat files.
% Any data matrices are combined, and the guides are updated to reflect the
% concatenation.
%... |
github | chaosuo/hctsa-master | TSQ_prepared.m | .m | hctsa-master/Calculation/TSQ_prepared.m | 20,564 | utf_8 | 3e70c99ff9f65be916f4bb4fe3d538d5 | % --------------------------------------------------------------------------
% TSQ_prepared
% --------------------------------------------------------------------------
%
% This function retreives data from the mySQL database for subsequent analysis
% in Matlab. It takes as input a set of constraints on the time serie... |
github | chaosuo/hctsa-master | TSQ_brawn.m | .m | hctsa-master/Calculation/TSQ_brawn.m | 18,132 | utf_8 | ec28994f3c6514ebf575082c6273198d | % --------------------------------------------------------------------------
% TSQ_brawn
% --------------------------------------------------------------------------
%
% This function fills in the missing elements of TS_DataMat, from HCTSA_loc.mat
% (retrieved from the database using TSQ_prepared).
% The function syst... |
github | chaosuo/hctsa-master | RP_crpsimp.m | .m | hctsa-master/Trash/RP_crpsimp.m | 3,980 | utf_8 | 7a7cdd7ec7f55e4b03ecb22c3cdb0ffe | % RP_crpsimp
%
% REDUNDANT
%
function out = RP_crpsimp(y,m,tau,eps,dist,tw)
% My attempt to do a bunch of recurrence plot measures using the CRP
% Toolbox by Marwan, Version 5.13, Release 26
% This function isn't actually used -- quite buggy software
% y should be z-scored
% Ben Fulcher, October 2009
%% How to deal... |
github | chaosuo/hctsa-master | EN_HistParChange.m | .m | hctsa-master/Trash/EN_HistParChange.m | 1,880 | utf_8 | 0c2279942aedf2ffc8b7d61bf05c4b69 | % EN_HistParChange
%
% Compares distributional entropies obtained over different bin numbers, or
% different kernel-smoothed width parameters
%
% INPUTS:
% y, the input time series
% ksorhist, whether to fit: (i) 'ks', kernel-smoothed distribution
% (ii) 'hist', histogram
%
function out = ... |
github | chaosuo/hctsa-master | HT_HypothesisTest.m | .m | hctsa-master/Operations/HT_HypothesisTest.m | 3,369 | utf_8 | c5d75623e1d1b4a9d69b096963d32ca3 | % ------------------------------------------------------------------------------
% HT_HypothesisTest
% ------------------------------------------------------------------------------
%
% Outputs the p-value from a statistical hypothesis test applied to the
% time series.
%
% Tests are implemented as functions in Matla... |
github | chaosuo/hctsa-master | PD_PeriodicityWang.m | .m | hctsa-master/Operations/PD_PeriodicityWang.m | 6,004 | utf_8 | c640f0c00d6e9fa9bdd2f31b6a72c659 | % ------------------------------------------------------------------------------
% PD_PeriodicityWang
% ------------------------------------------------------------------------------
%
% Implements an idea based on the periodicity extraction measure proposed in:
%
% "Structure-based Statistical Features and Multivari... |
github | chaosuo/hctsa-master | DN_Withinp.m | .m | hctsa-master/Operations/DN_Withinp.m | 1,864 | utf_8 | e77bbb07c03a0675a9debabd540cc0ca | % ------------------------------------------------------------------------------
% DN_Withinp
% ------------------------------------------------------------------------------
%
% Measures the proportion of the time-series data points that lie within
% p standard deviations of its mean.
%
%---INPUTS:
% x, the input ti... |
github | chaosuo/hctsa-master | CO_RM_AMInformation.m | .m | hctsa-master/Operations/CO_RM_AMInformation.m | 1,819 | utf_8 | 6f64e169067a3462b15d967fa923a709 | % ------------------------------------------------------------------------------
% CO_RM_AMInformation
% ------------------------------------------------------------------------------
%
% Wrapper for Rudy Moddemeijer's information code to calculate automutual
% information.
%
% INPUTS:
% y, the input time series
% ta... |
github | chaosuo/hctsa-master | NL_TSTL_GPCorrSum.m | .m | hctsa-master/Operations/NL_TSTL_GPCorrSum.m | 7,846 | utf_8 | de2996f5408e90b410d6b911b71527ea | % ------------------------------------------------------------------------------
% NL_TSTL_GPCorrSum
% ------------------------------------------------------------------------------
%
% Uses TSTOOL code corrsum (or corrsum2) to compute scaling of the correlation sum for a
% time-delay reconstructed time series by the ... |
github | chaosuo/hctsa-master | CO_TSTL_AutoCorrMethod.m | .m | hctsa-master/Operations/CO_TSTL_AutoCorrMethod.m | 2,730 | utf_8 | d8e3e19838689c1b39ace93380fb24f5 | % ------------------------------------------------------------------------------
% CO_TSTL_AutoCorrMethod
% ------------------------------------------------------------------------------
%
% Estimates the autocorrelation function using a fast Fourier Transform method
% implemented in TSTOOL and returns the mean square... |
github | chaosuo/hctsa-master | SB_CoarseGrain.m | .m | hctsa-master/Operations/SB_CoarseGrain.m | 4,302 | utf_8 | f8afcc90c09c13ab23e3bc0e30f682e1 | % ------------------------------------------------------------------------------
% SB_CoarseGrain
% ------------------------------------------------------------------------------
%
% Coarse-grains the continuous time series to a discrete alphabet
% by a given method.
%
%---INPUTS:
% howtocg, the method of coarse-grai... |
github | chaosuo/hctsa-master | SC_fastdfa.m | .m | hctsa-master/Operations/SC_fastdfa.m | 1,880 | utf_8 | 1cf82fe71846a52324476b7217845eec | % ------------------------------------------------------------------------------
% SC_fastdfa
% ------------------------------------------------------------------------------
%
% Measures the scaling exponent of the time series using a fast implementation
% of detrended fluctuation analysis (DFA).
%
% The original fa... |
github | chaosuo/hctsa-master | DN_pleft.m | .m | hctsa-master/Operations/DN_pleft.m | 2,069 | utf_8 | f471a73752fb7c307dddc1e01245abea | % ------------------------------------------------------------------------------
% DN_pleft
% ------------------------------------------------------------------------------
%
% Measures the maximum distance from the mean at which a given fixed proportion,
% p, of the time-series data points are further.
% Normalizes b... |
github | chaosuo/hctsa-master | EN_PermEn.m | .m | hctsa-master/Operations/EN_PermEn.m | 2,263 | utf_8 | 2aef1f7d56d64b1ff5ab087d0485058e | % ------------------------------------------------------------------------------
% EN_PermEn
% ------------------------------------------------------------------------------
%
% Computes the permutation entropy of order, ord, of a time series.
% This is wrapper code for a Land and Elias implementation.
%
% "Permutati... |
github | chaosuo/hctsa-master | CO_glscf.m | .m | hctsa-master/Operations/CO_glscf.m | 2,861 | utf_8 | ac24756b6a4d886d08f6c1f23333750d | % ------------------------------------------------------------------------------
% CO_glscf
% ------------------------------------------------------------------------------
%
% Calculates the generalized linear self-correlation function of a time series.
% This function was introduced in Queiros and Moyano in Physica ... |
github | chaosuo/hctsa-master | NL_CaosMethod.m | .m | hctsa-master/Operations/NL_CaosMethod.m | 10,708 | utf_8 | c2f73a6f1b66982e998c54dd72e583a3 | % ------------------------------------------------------------------------------
% NL_CaosMethod
% ------------------------------------------------------------------------------
%
% References TSTOOL code cao, to determine the minimum embedding dimension for a
% time series using Cao's method:
%
% "Practical method f... |
github | chaosuo/hctsa-master | MF_StateSpace_n4sid.m | .m | hctsa-master/Operations/MF_StateSpace_n4sid.m | 5,483 | utf_8 | 36379000407a1fcfcba21ec1cda970c7 | % ------------------------------------------------------------------------------
% MF_StateSpace_n4sid
% ------------------------------------------------------------------------------
%
% Fits a state space model of given order to the time series using the n4sid
% function in Matlab's System Identification Toolbox.
% ... |
github | chaosuo/hctsa-master | MF_ARMA_orders.m | .m | hctsa-master/Operations/MF_ARMA_orders.m | 3,456 | utf_8 | 863407a93a5fd61aa47728d2547c8325 | % ------------------------------------------------------------------------------
% MF_ARMA_orders
% ------------------------------------------------------------------------------
%
% Given a set of AR orders, p, and a set of MA orders, q, this operation fits
% ARMA(p,q) models to the time series and evaluates the good... |
github | chaosuo/hctsa-master | CO_f1ecac.m | .m | hctsa-master/Operations/CO_f1ecac.m | 1,856 | utf_8 | aae4d53df50a419c0bda0e54515600fb | % ------------------------------------------------------------------------------
% CO_f1ecac
% ------------------------------------------------------------------------------
%
% Finds where autocorrelation function first crosses 1/e, the 1/e correlation
% length
%
%---INPUTS:
% y, the input time series
%
%---HISTORY... |
github | chaosuo/hctsa-master | CO_trev.m | .m | hctsa-master/Operations/CO_trev.m | 3,377 | utf_8 | e2072c3a840fd3939a98829f0f716b5e | % ------------------------------------------------------------------------------
% CO_trev
% ------------------------------------------------------------------------------
%
% Calculates the trev function, a normalized nonlinear autocorrelation,
% mentioned in the documentation of the TSTOOL nonlinear time-series anal... |
github | chaosuo/hctsa-master | NL_TSTL_TakensEstimator.m | .m | hctsa-master/Operations/NL_TSTL_TakensEstimator.m | 3,735 | utf_8 | ca7527b7a9609c4ef8eedf13cb267507 | % ------------------------------------------------------------------------------
% NL_TSTL_TakensEstimator
% ------------------------------------------------------------------------------
%
% Implements the Taken's estimator for correlation dimension using the
% TSTOOL code takens_estimator.
%
% cf. "Detecting strange... |
github | chaosuo/hctsa-master | DN_Spread.m | .m | hctsa-master/Operations/DN_Spread.m | 2,729 | utf_8 | ad3c74c2412229883e93aa1700485459 | % ------------------------------------------------------------------------------
% DN_Spread
% ------------------------------------------------------------------------------
%
% Returns the spread of the raw time series, as the standard deviation,
% inter-quartile range, mean absolute deviation, or median absolute dev... |
github | chaosuo/hctsa-master | EN_Shannonpdf.m | .m | hctsa-master/Operations/EN_Shannonpdf.m | 1,831 | utf_8 | 837f500e86260afc7ec1c82b72970a26 | % ------------------------------------------------------------------------------
% EN_Shannonpdf
% ------------------------------------------------------------------------------
%
% Estimates the (log_2) Shannon entropy from the probability distribution of the time
% series.
%
%---INPUT:
% y, the input time series
% ... |
github | chaosuo/hctsa-master | PP_Compare.m | .m | hctsa-master/Operations/PP_Compare.m | 13,498 | utf_8 | 7abd7230c53911c997b39163f6ac322f | % ------------------------------------------------------------------------------
% PP_Compare
% ------------------------------------------------------------------------------
%
% Applies a given pre-processing transformation to the time series, and returns
% statistics on how various time-series properties change as a... |
github | chaosuo/hctsa-master | MF_armax.m | .m | hctsa-master/Operations/MF_armax.m | 7,074 | utf_8 | 440f8958defda2a4c2a20ba20c93c05d | % ------------------------------------------------------------------------------
% MF_armax
% ------------------------------------------------------------------------------
%
% Fits an ARMA(p,q) model to the time series and returns various statistics on
% the result.
%
% Uses the functions iddata, armax, aic, and pre... |
github | chaosuo/hctsa-master | MF_GP_LearnHyperp.m | .m | hctsa-master/Operations/MF_GP_LearnHyperp.m | 2,840 | utf_8 | 4e5a5a1222a0b1d1b95bb3d71c67dbeb | % ------------------------------------------------------------------------------
% MF_GP_LearnHyperp
% ------------------------------------------------------------------------------
%
% Function used by main Gaussian Process model fitting operations that learns
% Gaussian Process hyperparameters for the time series.
%... |
github | chaosuo/hctsa-master | DN_MinMax.m | .m | hctsa-master/Operations/DN_MinMax.m | 1,788 | utf_8 | 0ffcd93751e6585aa31e1978b8993f4e | % ------------------------------------------------------------------------------
% DN_MinMax
% ------------------------------------------------------------------------------
%
% Returns the maximum and minimum values of the input time series.
%
%---INPUTS:
%
% y, the input time series
%
% minormax, either 'min' or ... |
github | chaosuo/hctsa-master | EN_TSentropy.m | .m | hctsa-master/Operations/EN_TSentropy.m | 1,876 | utf_8 | 9be0e2e549b12d03598c4f56b991af20 | % ------------------------------------------------------------------------------
% EN_TSentropy
% ------------------------------------------------------------------------------
%
% Estimates the Tsallis entropy of a signal using a parameter q that
% measures the non-extensivity of the system; q = 1 recovers the Shanno... |
github | chaosuo/hctsa-master | DN_ProportionValues.m | .m | hctsa-master/Operations/DN_ProportionValues.m | 2,308 | utf_8 | 23030e4bdf2dcd8c8a1ec6e9168be4f9 | % ------------------------------------------------------------------------------
% DN_ProportionValues
% ------------------------------------------------------------------------------
%
% Returns statistics on the values of the raw time series: the proportion
% of zeros in the raw time series, the proportion of positi... |
github | chaosuo/hctsa-master | SB_TransitionMatrix.m | .m | hctsa-master/Operations/SB_TransitionMatrix.m | 6,874 | utf_8 | fdee2ac0c3361d1b4650f3c93ef02bc4 | % ------------------------------------------------------------------------------
% SB_TransitionMatrix
% ------------------------------------------------------------------------------
%
% Calculates the transition probabilities between different states of the time
% series given a method to symbolize or coarse-grain t... |
github | chaosuo/hctsa-master | WL_coeffs.m | .m | hctsa-master/Operations/WL_coeffs.m | 3,812 | utf_8 | 5b8c538e7d2d282e767520d6c1f4bf73 | % ------------------------------------------------------------------------------
% WL_coeffs
% ------------------------------------------------------------------------------
%
% Performs a wavelet decomposition of the time series using a given wavelet at a
% given level and returns a set of statistics on the coefficie... |
github | chaosuo/hctsa-master | MF_GP_FitAcross.m | .m | hctsa-master/Operations/MF_GP_FitAcross.m | 7,166 | utf_8 | 7d148f6e5fd7aa89fc653c56a4e8c9e5 | % ------------------------------------------------------------------------------
% MF_GP_FitAcross
% ------------------------------------------------------------------------------
%
% Trains a Gaussian Process model on equally-spaced points throughout the time
% series and uses the model to predict its intermediate va... |
github | chaosuo/hctsa-master | TSTL_predict.m | .m | hctsa-master/Operations/TSTL_predict.m | 7,735 | utf_8 | 1897db679807b9915ddb2f8b3cbde29a | % ------------------------------------------------------------------------------
% TSTL_predict
% ------------------------------------------------------------------------------
%
% References TSTOOL code 'predict', which does local constant iterative
% prediction for scalar data using fast nearest neighbour searching.... |
github | chaosuo/hctsa-master | EN_MS_shannon.m | .m | hctsa-master/Operations/EN_MS_shannon.m | 4,338 | utf_8 | b8690d8c6b153691bcae7fa66a98a638 | % ------------------------------------------------------------------------------
% EN_MS_shannon
% ------------------------------------------------------------------------------
%
% Calculates the approximate Shannon entropy of a time series using an
% nbin-bin encoding and depth-symbol sequences.
% Uniform population... |
github | chaosuo/hctsa-master | DN_Quantile.m | .m | hctsa-master/Operations/DN_Quantile.m | 1,795 | utf_8 | d6112590d4c0aa6574807f3a1c724113 | % ------------------------------------------------------------------------------
% DN_Quantile
% ------------------------------------------------------------------------------
%
% Calculates the quantile value at a specified proportion p using the Statistics
% Toolbox function, quantile.
%
% INPUTS:
% y, the input ti... |
github | chaosuo/hctsa-master | CP_l1pwc_sweep_lambda.m | .m | hctsa-master/Operations/CP_l1pwc_sweep_lambda.m | 4,583 | utf_8 | ea317d61fc4179118c3c7c2a6548003c | % ------------------------------------------------------------------------------
% CP_l1pwc_sweep_lambda
% ------------------------------------------------------------------------------
%
% Gives information about discrete steps in the signal across a range of
% regularization parameters lambda, using the function l1p... |
github | chaosuo/hctsa-master | NL_TISEAN_c1.m | .m | hctsa-master/Operations/NL_TISEAN_c1.m | 13,516 | utf_8 | f5adfdb4fee62fe4e9dc1c3f56e8c52b | % ------------------------------------------------------------------------------
% NL_TISEAN_c1
% ------------------------------------------------------------------------------
%
% Implements the c1 and c2d routines from the TISEAN nonlinear time-series
% analysis package that compute curves for the fixed mass computa... |
github | chaosuo/hctsa-master | MF_StateSpaceCompOrder.m | .m | hctsa-master/Operations/MF_StateSpaceCompOrder.m | 3,829 | utf_8 | 9bb84fd8a0417a98ad06511670633a9f | % ------------------------------------------------------------------------------
% MF_StateSpaceCompOrder
% ------------------------------------------------------------------------------
%
% Fits state space models using n4sid (from Matlab's System Identification
% Toolbox) of orders 1, 2, ..., maxorder and returns st... |
github | chaosuo/hctsa-master | DN_CompareKSFit.m | .m | hctsa-master/Operations/DN_CompareKSFit.m | 9,145 | utf_8 | 2c5357d6eb57abd7c1066ad3f9d78728 | % ------------------------------------------------------------------------------
% DN_CompareKSFit
% ------------------------------------------------------------------------------
%
% Returns simple statistics on the discrepancy between the
% kernel-smoothed distribution of the time-series values, and the distribution... |
github | chaosuo/hctsa-master | SB_MotifThree.m | .m | hctsa-master/Operations/SB_MotifThree.m | 7,850 | utf_8 | 71fc20efe768d48c88f6f97a6832130f | % ------------------------------------------------------------------------------
% SB_MotifThree
% ------------------------------------------------------------------------------
%
% As for SB_MotifTwo, but using an alphabet of three letters, i.e., looks for
% motifs in a course-graining of the time series to an alphab... |
github | chaosuo/hctsa-master | MF_AR_arcov.m | .m | hctsa-master/Operations/MF_AR_arcov.m | 2,480 | utf_8 | 1957b3ee0b3d33fe56de1a19b7677afd | % ------------------------------------------------------------------------------
% MF_AR_arcov
% ------------------------------------------------------------------------------
%
% Fits an AR model of a given order, p, using arcov code from Matlab's Signal
% Processing Toolbox.
%
%---INPUTS:
% y, the input time series... |
github | chaosuo/hctsa-master | DN_Mean.m | .m | hctsa-master/Operations/DN_Mean.m | 2,633 | utf_8 | ec94e7b4e8a17077ecd859441d1f0e44 | % ------------------------------------------------------------------------------
% DN_Mean
% ------------------------------------------------------------------------------
%
% Measures a given type of 'mean', or measure of location of the time series.
%
%---INPUTS:
%
% y, the input time series
%
% meantype, (i) 'no... |
github | chaosuo/hctsa-master | CO_NonlinearAutocorr.m | .m | hctsa-master/Operations/CO_NonlinearAutocorr.m | 3,462 | utf_8 | fc8bdca8ce57be7e300848bf36fd73d5 | % ------------------------------------------------------------------------------
% CO_NonlinearAutocorr
% ------------------------------------------------------------------------------
%
% Computes autocorrelations of the input time series of the form
% <x_i x_{i-\tau_1} x{i-\tau_2}...>
% The usual two-point autocorre... |
github | chaosuo/hctsa-master | ST_SimpleStats.m | .m | hctsa-master/Operations/ST_SimpleStats.m | 3,824 | utf_8 | e4322d4a996af3479fb0abe0752ad77e | % ------------------------------------------------------------------------------
% ST_SimpleStats
% ------------------------------------------------------------------------------
%
% Returns a basic statistic about the input time series, depending on the input whatstat
%
%---INPUTS:
% x, the input time series
%
% wh... |
github | chaosuo/hctsa-master | DN_Moments.m | .m | hctsa-master/Operations/DN_Moments.m | 1,706 | utf_8 | b61b42aa2875a9ed092c3da7516c4ccc | % ------------------------------------------------------------------------------
% DN_Moments
% ------------------------------------------------------------------------------
%
% Output is the moment of the distribution of the input time series.
% Normalizes by the standard deviation
% Uses the moment function from Ma... |
github | chaosuo/hctsa-master | CO_Embed2.m | .m | hctsa-master/Operations/CO_Embed2.m | 5,268 | utf_8 | 655cb527903b3b3f23cfad9cacadb17d | % ------------------------------------------------------------------------------
% CO_Embed2
% ------------------------------------------------------------------------------
%
% Embeds the z-scored time series in a two-dimensional time-delay
% embedding space with a given time-delay, tau, and outputs a set of
% statis... |
github | chaosuo/hctsa-master | SY_LocalDistributions.m | .m | hctsa-master/Operations/SY_LocalDistributions.m | 6,256 | utf_8 | 312088046104def21f03547d77f83618 | % ------------------------------------------------------------------------------
% SY_LocalDistributions
% ------------------------------------------------------------------------------
%
% Compares the distribution in consecutive partitions of the signal,
% returning the sum of differences between each kernel-smoothe... |
github | chaosuo/hctsa-master | SB_TransitionpAlphabet.m | .m | hctsa-master/Operations/SB_TransitionpAlphabet.m | 12,087 | utf_8 | 011ed9c2fe78d8552580c5ad8102138e | % ------------------------------------------------------------------------------
% SB_TransitionpAlphabet
% ------------------------------------------------------------------------------
%
% Calculates the transition probabilities and measures how they change as the
% size of the alphabet increases.
%
% Discretizatio... |
github | chaosuo/hctsa-master | DN_TrimmedMean.m | .m | hctsa-master/Operations/DN_TrimmedMean.m | 1,735 | utf_8 | 8d7b4319cb4ae1b66dfd4d31f824f4ce | % ------------------------------------------------------------------------------
% DN_TrimmedMean
% ------------------------------------------------------------------------------
%
% Outputs the mean of the trimmed time series using the Matlab function
% trimmean.
%
%---INPUTS:
% y, the input time series
% n, the per... |
github | chaosuo/hctsa-master | DT_IsSeasonal.m | .m | hctsa-master/Operations/DT_IsSeasonal.m | 2,640 | utf_8 | 5fd24c69bfb4f3f49e415e8efbc04825 | % ------------------------------------------------------------------------------
% DT_IsSeasonal
% ------------------------------------------------------------------------------
%
% A simple test of seasonality by fitting a 'sin1' model to the time series
% using fit function from the Curve Fitting Toolbox. The output... |
github | chaosuo/hctsa-master | NL_TSTL_acp.m | .m | hctsa-master/Operations/NL_TSTL_acp.m | 5,268 | utf_8 | 7ae8384e40fb93b6334528538f2cd3c6 | % ------------------------------------------------------------------------------
% NL_TSTL_acp
% ------------------------------------------------------------------------------
%
% Implements the TSTOOL routine acp using a time lag, tau, a Theiler window,
% past, maximum delay, maxdelay, maximum embedding dimension, ma... |
github | chaosuo/hctsa-master | NL_TISEAN_d2.m | .m | hctsa-master/Operations/NL_TISEAN_d2.m | 29,678 | utf_8 | 2152a4ad81b83666ba117dfa7f3acd8d | % ------------------------------------------------------------------------------
% NL_TISEAN_d2
% ------------------------------------------------------------------------------
%
% Implements the d2 routine from the popular TISEAN package for
% nonlinear time-series analysis:
%
% cf. "Practical implementation of nonl... |
github | chaosuo/hctsa-master | NL_MS_nlpe.m | .m | hctsa-master/Operations/NL_MS_nlpe.m | 4,489 | utf_8 | 8ae119a2cc3e05b925c43cf356e77fbc | % ------------------------------------------------------------------------------
% NL_MS_nlpe
% ------------------------------------------------------------------------------
%
% Computes the normalized 'drop-one-out' constant interpolation nonlinear
% prediction error for a time-delay embedded time series using Micha... |
github | chaosuo/hctsa-master | DN_cv.m | .m | hctsa-master/Operations/DN_cv.m | 1,921 | utf_8 | b8986d8a58e5e1aadbcd4f519bfdccbe | % ------------------------------------------------------------------------------
% DN_cv
% ------------------------------------------------------------------------------
%
% Calculates the coefficient of variation, sigma^k / mu^k, of order k.
%
%---INPUTS:
%
% x, the input time series
%
% k, the order of coefficien... |
github | chaosuo/hctsa-master | PP_Iterate.m | .m | hctsa-master/Operations/PP_Iterate.m | 11,135 | utf_8 | d8ff9c27ace59ceb353ef0437d7eeff3 | % ------------------------------------------------------------------------------
% PP_Iterate
% ------------------------------------------------------------------------------
%
% Iteratively applies a transformation to the time series and measures how
% various properties of is change as the transformation is iterativ... |
github | chaosuo/hctsa-master | SC_HurstExponent.m | .m | hctsa-master/Operations/SC_HurstExponent.m | 1,911 | utf_8 | 2b10fce77a474491e2d9bdcfcb8273bb | % ------------------------------------------------------------------------------
% SC_HurstExponent
% ------------------------------------------------------------------------------
% Calculate the Hurst exponent of the input time series, y
%
% Code by Bill Davidson (quellen@yahoo.com) that estimates the Hurst Exponent... |
github | chaosuo/hctsa-master | SY_TISEAN_nstat_z.m | .m | hctsa-master/Operations/SY_TISEAN_nstat_z.m | 7,249 | utf_8 | 0e4afe3c1f7a00d5c1149f8d6de42773 | % ------------------------------------------------------------------------------
% SY_TISEAN_nstat_z
% ------------------------------------------------------------------------------
%
% Uses the nstat_z routine from the TISEAN package for nonlinear time-series
% analysis to calculate cross-forecast errors of zeroth-or... |
github | chaosuo/hctsa-master | MF_arfit.m | .m | hctsa-master/Operations/MF_arfit.m | 8,762 | utf_8 | 3352ca8c7964198c0da86672c2389a49 | % ------------------------------------------------------------------------------
% MF_arfit
% ------------------------------------------------------------------------------
%
% Fit an AR model to the time series then returns statistics about it.
%
% Uses various functions implemented in the ARfit package, which is
% ... |
github | chaosuo/hctsa-master | CO_AutoCorrShape.m | .m | hctsa-master/Operations/CO_AutoCorrShape.m | 6,098 | utf_8 | 4a3e319ae381a6c75909e3f59b0ea373 | % ------------------------------------------------------------------------------
% CO_AutoCorrShape
% ------------------------------------------------------------------------------
%
% Outputs a set of statistics summarizing how the autocorrelation function
% changes with the time lag, tau.
%
% Outputs include the nu... |
github | chaosuo/hctsa-master | ST_LocalExtrema.m | .m | hctsa-master/Operations/ST_LocalExtrema.m | 4,661 | utf_8 | 34682fb42a6b4610dd176d06cbfdfdc4 | % ------------------------------------------------------------------------------
% ST_LocalExtrema
% ------------------------------------------------------------------------------
%
% Finds maximums and minimums within given segments of the time series and
% analyses the results. Outputs quantify how local maximums an... |
github | chaosuo/hctsa-master | NW_VisibilityGraph.m | .m | hctsa-master/Operations/NW_VisibilityGraph.m | 10,598 | utf_8 | 19b5de399596bc83bb62866cf1a409af | % ------------------------------------------------------------------------------
% NW_VisibilityGraph
% ------------------------------------------------------------------------------
%
% Constructs a visibility graph of the time series and returns various
% statistics on the properties of the resulting network.
%
% c... |
github | chaosuo/hctsa-master | CO_FirstMin.m | .m | hctsa-master/Operations/CO_FirstMin.m | 3,299 | utf_8 | e02b7951e3ac6610bf9ac9ce356770bd | % ------------------------------------------------------------------------------
% CO_FirstMin
% ------------------------------------------------------------------------------
%
% Returns the time at which the first minimum in a given correlation function
% occurs.
%
%---INPUTS:
% y, the input time series
% MinWhat, ... |
github | chaosuo/hctsa-master | MF_GARCHcompare.m | .m | hctsa-master/Operations/MF_GARCHcompare.m | 9,608 | utf_8 | 245f3585ff0ac271052f7b97a4cbd832 | % ------------------------------------------------------------------------------
% MF_GARCHcompare
% ------------------------------------------------------------------------------
%
% This code fits a set of GARCH(p,q) models to the time series and
% returns statistics on the goodness of fits across a range of p and
%... |
github | chaosuo/hctsa-master | CO_CompareMinAMI.m | .m | hctsa-master/Operations/CO_CompareMinAMI.m | 4,145 | utf_8 | e96883ad4f9f2a78425ce595fa6e2737 | % ------------------------------------------------------------------------------
% CO_CompareMinAMI
% ------------------------------------------------------------------------------
%
% Finds the first minimum of the automutual information by various different
% estimation methods, and sees how this varies over differe... |
github | chaosuo/hctsa-master | MF_CompareAR.m | .m | hctsa-master/Operations/MF_CompareAR.m | 4,780 | utf_8 | 45d8b9c3c8b242c2cc5aacd05f15b6ea | % ------------------------------------------------------------------------------
% MF_CompareAR
% ------------------------------------------------------------------------------
%
% Compares fits of AR models of various orders to the input time series.
%
% Uses functions from Matlab's System Identification Toolbox: id... |
github | chaosuo/hctsa-master | DN_Cumulants.m | .m | hctsa-master/Operations/DN_Cumulants.m | 2,323 | utf_8 | 4ec5008b8e883587e1ee402f3fa5afa1 | % ------------------------------------------------------------------------------
% DN_Cumulants
% ------------------------------------------------------------------------------
%
% Very simple function that uses the skewness and kurtosis functions in
% Matlab's Statistics Toolbox to calculate these higher order momen... |
github | chaosuo/hctsa-master | DN_CustomSkewness.m | .m | hctsa-master/Operations/DN_CustomSkewness.m | 2,047 | utf_8 | dc2352d0ece44a55619f98f25abb1eb8 | % ------------------------------------------------------------------------------
% DN_CustomSkewness
% ------------------------------------------------------------------------------
%
% Estimates custom skewness measures, the Pearson and Bowley skewnesses.
%
% INPUTS:
% y, the input time series
%
% whichskew, the sk... |
github | chaosuo/hctsa-master | SY_StdNthDer.m | .m | hctsa-master/Operations/SY_StdNthDer.m | 2,202 | utf_8 | d4d74bf50952ed962ee24366b3b7faaa | % ------------------------------------------------------------------------------
% SY_StdNthDer
% ------------------------------------------------------------------------------
%
% Estimates the standard deviation of the nth derivative of the time series.
%
% Based on an idea by Vladimir Vassilevsky, a DSP and Mixed ... |
github | chaosuo/hctsa-master | MF_steps_ahead.m | .m | hctsa-master/Operations/MF_steps_ahead.m | 7,121 | utf_8 | 0153e514bf4cfce449636237b058f405 | % ------------------------------------------------------------------------------
% MF_steps_ahead
% ------------------------------------------------------------------------------
%
% Given a model, characterizes the variation in goodness of model predictions
% across a range of prediction lengths, l, which is made to ... |
github | chaosuo/hctsa-master | NL_BoxCorrDim.m | .m | hctsa-master/Operations/NL_BoxCorrDim.m | 4,315 | utf_8 | 98fac47e36f1a6c9793fe2b1dc7603be | % ------------------------------------------------------------------------------
% NL_BoxCorrDim
% ------------------------------------------------------------------------------
%
% References TSTOOL code, corrdim, to estimate the correlation dimension of a
% time-delay embedded time series using a box-counting approa... |
github | chaosuo/hctsa-master | NL_MS_LZcomplexity.m | .m | hctsa-master/Operations/NL_MS_LZcomplexity.m | 3,020 | utf_8 | 3f8122bc4f6fcb779c62c56b48531a82 | % ------------------------------------------------------------------------------
% NL_MS_LZcomplexity
% ------------------------------------------------------------------------------
%
% Calculates the Lempel-Ziv complexity of a n-bit encoding of the time
% series using Michael Small's code: 'complexity' (renamed MS_c... |
github | chaosuo/hctsa-master | SY_VarRatioTest.m | .m | hctsa-master/Operations/SY_VarRatioTest.m | 3,693 | utf_8 | ffd95ea5b8c24c584fcbde085f89f567 | % ------------------------------------------------------------------------------
% SY_VarRatioTest
% ------------------------------------------------------------------------------
%
% This code performs a variance ratio test on the time series, implemented using
% the vratiotest function from Matlab's Econometrics Too... |
github | chaosuo/hctsa-master | FC_LocalSimple.m | .m | hctsa-master/Operations/FC_LocalSimple.m | 6,293 | utf_8 | 67df04e096573093bdcc1c28c00aaf36 | % ------------------------------------------------------------------------------
% FC_LocalSimple
% ------------------------------------------------------------------------------
%
% Does local forecasting using very simple predictors using the past l values
% of the time series to predict its next value.
%
%---INPUT... |
github | chaosuo/hctsa-master | MF_GARCHfit.m | .m | hctsa-master/Operations/MF_GARCHfit.m | 15,073 | utf_8 | 3541474f6da0b1ef2050a0396638bc11 | % ------------------------------------------------------------------------------
% MF_GARCHfit
% ------------------------------------------------------------------------------
%
% Simulates a procedure for fitting Generalized Autoregressive Conditional
% Heteroskedasticity (GARCH) models to a time series, namely:
%
%... |
github | chaosuo/hctsa-master | CO_TSTL_amutual.m | .m | hctsa-master/Operations/CO_TSTL_amutual.m | 3,738 | utf_8 | 658289b7425271280494d55daccf4203 | % ------------------------------------------------------------------------------
% CO_TSTL_amutual
% ------------------------------------------------------------------------------
%
% Uses amutual code from TSTOOL, which uses a
% histogram method with n bins to estimate the mutual information of a
% time series across... |
github | chaosuo/hctsa-master | MD_rawHRVmeas.m | .m | hctsa-master/Operations/MD_rawHRVmeas.m | 2,507 | utf_8 | 6c82e6113b779cc44f4fdf1e001348f0 | % ------------------------------------------------------------------------------
% MD_rawHRVmeas
% ------------------------------------------------------------------------------
%
% Evaluates the triangular histogram index and Poincare plot measures to a time
% series assumed to measure sequences of consecutive RR int... |
github | chaosuo/hctsa-master | DN_nlogL_norm.m | .m | hctsa-master/Operations/DN_nlogL_norm.m | 1,750 | utf_8 | ad0918690664adade185af5fd3b319b4 | % ------------------------------------------------------------------------------
% DN_nlogL_norm
% ------------------------------------------------------------------------------
%
% Fits a Gaussian distribution to the data using the normfit function in
% Matlab's Statistics Toolbox and returns the negative log likelih... |
github | chaosuo/hctsa-master | MF_hmm_CompareNStates.m | .m | hctsa-master/Operations/MF_hmm_CompareNStates.m | 3,888 | utf_8 | 35c3aa43379ee127616f4743da6a7a01 | % ------------------------------------------------------------------------------
% MF_hmm_CompareNStates
% ------------------------------------------------------------------------------
%
% Fits HMMs with different numbers of states, and compares the resulting
% test-set likelihoods.
%
% The code relies on Zoubin Gha... |
github | chaosuo/hctsa-master | MD_polvar.m | .m | hctsa-master/Operations/MD_polvar.m | 3,434 | utf_8 | 52dcee52e249be941069f2ff101bfddc | % ------------------------------------------------------------------------------
% MD_polvar
% ------------------------------------------------------------------------------
%
% Calculates the POLVARd measure for a time series.
% The first mention may be in Wessel et al., PRE (2000), called Plvar
% cf. "Short-term for... |
github | chaosuo/hctsa-master | MF_ExpSmoothing.m | .m | hctsa-master/Operations/MF_ExpSmoothing.m | 9,626 | utf_8 | b5a31dce3225d3433746b36f33aedb32 | % ------------------------------------------------------------------------------
% MF_ExpSmoothing
% ------------------------------------------------------------------------------
%
% Fits an exponential smoothing model to the time series using a training set to
% fit the optimal smoothing parameter, alpha, and then a... |
github | chaosuo/hctsa-master | SB_BinaryStretch.m | .m | hctsa-master/Operations/SB_BinaryStretch.m | 2,577 | utf_8 | bba74f6ec6eca1f53c8e9ec5d758138a | % ------------------------------------------------------------------------------
% SB_BinaryStretch
% ------------------------------------------------------------------------------
%
% Measures the longest stretch of consecutive zeros or ones in a symbolized time
% series as a proportion of the time-series length.
%
... |
github | chaosuo/hctsa-master | CO_TSTL_amutual2.m | .m | hctsa-master/Operations/CO_TSTL_amutual2.m | 4,789 | utf_8 | 9ec4c2d56a4a464844cdb75ccd113c14 | % ------------------------------------------------------------------------------
% CO_TSTL_amutual2
% ------------------------------------------------------------------------------
%
% Uses amutual2 code from TSTOOL to compute the mutual information up to a given
% maximum time-delay.
%
% TSTOOL: http://www.physik3.g... |
github | chaosuo/hctsa-master | SC_FluctAnal.m | .m | hctsa-master/Operations/SC_FluctAnal.m | 14,331 | utf_8 | e2298b0a5f42dcb33f63b5ecb7eaeabd | % ------------------------------------------------------------------------------
% SC_FluctAnal
% ------------------------------------------------------------------------------
%
% Implements fluctuation analysis by a variety of methods.
%
% Much of our implementation is based on the well-explained discussion of
% sc... |
github | chaosuo/hctsa-master | SY_DynWin.m | .m | hctsa-master/Operations/SY_DynWin.m | 4,678 | utf_8 | 6842d521db9cb888e21456f4a0db2593 | % ------------------------------------------------------------------------------
% SY_DynWin
% ------------------------------------------------------------------------------
%
% Analyzes how stationarity estimates depend on the number of segments used to
% segment up the time series.
%
% Specifically, variation in a ... |
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