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Search results for matlab time series analysis
matlab
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time-series-analysis
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12 search results found
Hctsa
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665
Highly comparative time-series analysis
Systemicrisk
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111
A framework for systemic risk valuation and analysis.
Kshape Matlab
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51
Matlab implementation for k-Shape
Global Oil Market
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17
This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition
Assessing Linear Dependence
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14
A package to compute and test the significance of linear dependence between multiple autocorrelated time series.
Timeseriesgeneration
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12
Generating time series from a range of dynamical systems
Perturbed Topological Signature
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11
Matlab and Python code to compute perturbed topological signatures (PTS), an efficient topological representation that lies on the Grassmann manifold.
Phase Coherence For Python
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9
Function to calculate consistency of phase at a given frequency across measurements
Hfmrd
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8
A framework for detecting misreported returns in hedge funds.
Fast Permutation Entropy
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7
MATLAB script for efficiently computing values of permutation entropy from 1D time series in sliding windows
Rp
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5
MATLAB scripts to create recurrence plots and to perform recurrence quantification analysis.
Insurgent Dynamics
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5
A hybrid system dynamics-time series method for conflict analysis using GDELT
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