Search the site for the term 'time series'

28/03/2019
When we try to learn how to work with time series, it is very useful to have good data sets, and much better if they contain real data. It is difficult to obtain long series, or series presenting interesting and well located and identified patterns, with which we can perform practices. An excellent source of complex time series is our own organism, and everything we can learn by working with them can be extrapolated to any other context.
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27/01/2017
WInRQA is an application dedicated to recurrence plots, a tool that is used in the analysis of recurrence of complex time series. In this article I will introduce a new tool that I have added to the program. Until now, the measures of quantification of recurrence (RQM) were obtained only from a static portion of the original series. With the new tool, we can obtain a series of measures by moving a window along the entire original series and calculating the corresponding measurements to each of these windows.
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26/11/2016
WInRQA is an application dedicated to recurrence plots, a tool that is used in the analysis of recurrence of complex time series. In this article I will present the first extension of the application, which mainly consists of a series of tool windows that will help you to make estimates on what may be the most appropriate delay to try to reconstruct the phase space of the system attractor and select the correct embedding dimension.
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18/11/2016
In this article I will show how, through a very simple and totally deterministic process, we can move from a stationary system to a completely random one, going through periodic and chaotic dynamics. For this, I will generate several time series with these characteristics using the program R and several packages that can help us in the analysis of them.
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11/11/2016
A recurrence plot is a graphical tool used in the study of complex time series. Along with the plot we can also calculate a series of measures that allow us to perform a recurrence quantification analysis, or RQA. In this article I will present the WinRQA application, a tool to work with recurrence plots and RQA measures in a Windows environment.
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12/10/2016
To conclude this series on complex time series and their characterization using graphical tools I will show you a tool called recurrence plot, which allows to obtain some measures used in the recurrence quantification analysis, or RQA for its acronym in English. The recurrence is a characteristic property of deterministic dynamical systems, and consists of that two or more states of the system are arbitrarily close after a certain period of time.
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08/10/2016
In this new article in the series on time series with complex dynamics, I will show you a procedure to approximately reconstruct the information of a dynamic system with two or more variables from a single series, i.e. a set of data in a single dimension. What we will get from this unique series is a new one for each of the extra dimensions with which we intend to extend the model.
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02/10/2016
The recurrent neural networks are a very appropriate tool for modeling time series. This is a type of network architecture that implements some kind of memory and, therefore, a sense of time. This is achieved by implementing some neurons receiving as input the output of one of the hidden layers, and injecting their output again in that layer. In this article I will show a simple way to use two neural networks of this kind, the Elman and Jordan ones, using the program R.
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24/09/2016
In this new article of the series dedicated to the graphic characterization of complex time series I will talk about two other graphical tools that can be useful, the power spectrum of the signal, which will be obtained through the Fourier transform, and the graph of the distribution of values of the series, a simple histogram with the frequency of the different values that also can provide us information about the series dynamics.
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17/09/2016
In this new article in the series on graphic characterization of time series from dynamical systems with chaotic dynamics, I will talk about a way to represent such systems in the domain of space, independently of time, the phase diagram. With this type of diagram, you can see the attractors of the system. An attractor is a point, a curve, in general, a set of points to which converge the system equations, which gives us an idea of the typical behavior of that system.
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10/09/2016
I continue the series on graphic characterization of the complexity in time series using the helper application GraphStudy. In this article I will show how to construct a graph with which you can easily distinguish whether a particular series from an iterated function presents a chaotic dynamics, the web diagram.
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02/09/2016
Many of the data sets with which we usually work are in the form of time series. A time series can be seen as the evolution of a dynamic system, characterized by some variables and parameters. Depending on the type of dynamic of the system, the series may be stationary, periodic, quasiperiodic, chaotic or random. In this series of articles, I will focus on the characterization of chaotic dynamics, which is presented by complex systems, by using graphical methods.
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09/04/2016
Usually, when you perform a data analysis, you suppose that they come from a normal distribution. In fact, you perform a battery of tests to verify that this assumption is met and, otherwise, you try to modify the data so that it is satisfied. This is because most analysis techniques only work properly on normally distributed data. But there are a number of systems that present a complex dynamics where is not valid to apply this hypothesis and wherein adjusting the data only leads to distortions that invalidate the results.
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