Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases
In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measures have been developed and implemented in commercial and freeware softwares rather selectively and independently. The Me...
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| creator | Kugiumtzis, Dimitris Tsimpiris, Alkiviadis |
| description | In many applications, such as physiology and finance, large time series data
bases are to be analyzed requiring the computation of linear, nonlinear and
other measures. Such measures have been developed and implemented in commercial
and freeware softwares rather selectively and independently. The Measures of
Analysis of Time Series ({\tt MATS}) {\tt MATLAB} toolkit is designed to handle
an arbitrary large set of scalar time series and compute a large variety of
measures on them, allowing for the specification of varying measure parameters
as well. The variety of options with added facilities for visualization of the
results support different settings of time series analysis, such as the
detection of dynamics changes in long data records, resampling (surrogate or
bootstrap) tests for independence and linearity with various test statistics,
and discrimination power of different measures and for different combinations
of their parameters. The basic features of {\tt MATS} are presented and the
implemented measures are briefly described. The usefulness of {\tt MATS} is
illustrated on some empirical examples along with screenshots. |
| doi_str_mv | 10.48550/arxiv.1002.1940 |
| format | Article |
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bases are to be analyzed requiring the computation of linear, nonlinear and
other measures. Such measures have been developed and implemented in commercial
and freeware softwares rather selectively and independently. The Measures of
Analysis of Time Series ({\tt MATS}) {\tt MATLAB} toolkit is designed to handle
an arbitrary large set of scalar time series and compute a large variety of
measures on them, allowing for the specification of varying measure parameters
as well. The variety of options with added facilities for visualization of the
results support different settings of time series analysis, such as the
detection of dynamics changes in long data records, resampling (surrogate or
bootstrap) tests for independence and linearity with various test statistics,
and discrimination power of different measures and for different combinations
of their parameters. The basic features of {\tt MATS} are presented and the
implemented measures are briefly described. The usefulness of {\tt MATS} is
illustrated on some empirical examples along with screenshots.</description><identifier>DOI: 10.48550/arxiv.1002.1940</identifier><language>eng</language><subject>Statistics - Computation</subject><creationdate>2010-02</creationdate><rights>http://arxiv.org/licenses/nonexclusive-distrib/1.0</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,780,885</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/1002.1940$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.1002.1940$$DView paper in arXiv$$Hfree_for_read</backlink></links><search><creatorcontrib>Kugiumtzis, Dimitris</creatorcontrib><creatorcontrib>Tsimpiris, Alkiviadis</creatorcontrib><title>Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases</title><description>In many applications, such as physiology and finance, large time series data
bases are to be analyzed requiring the computation of linear, nonlinear and
other measures. Such measures have been developed and implemented in commercial
and freeware softwares rather selectively and independently. The Measures of
Analysis of Time Series ({\tt MATS}) {\tt MATLAB} toolkit is designed to handle
an arbitrary large set of scalar time series and compute a large variety of
measures on them, allowing for the specification of varying measure parameters
as well. The variety of options with added facilities for visualization of the
results support different settings of time series analysis, such as the
detection of dynamics changes in long data records, resampling (surrogate or
bootstrap) tests for independence and linearity with various test statistics,
and discrimination power of different measures and for different combinations
of their parameters. The basic features of {\tt MATS} are presented and the
implemented measures are briefly described. The usefulness of {\tt MATS} is
illustrated on some empirical examples along with screenshots.</description><subject>Statistics - Computation</subject><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2010</creationdate><recordtype>article</recordtype><sourceid>GOX</sourceid><recordid>eNpVkE1PhDAYhHvxYFbvnkyPegDfUlrAG7t-JhAPy5280DZpBEoKGDf-eZfVxHiaSSbzJDOEXDEI41QIuEP_aT9CBhCFLIvhnHyVGqfF64k6Q_MBu8NkT76yvaZ77e0xuinzan97T3N6NEW-pZVz3budqXGe7lw_LjPO1g1rr1y62Y6dpn_g4R_sAWekW5z0dEHODHaTvvzVDameHqvdS1C8Pb_u8iJAKSBomww4gE5NAjrChiVCci0irpRWIhFKmazNDAojo1ZJmXIQClKGsWK8kZJvyPUP9jS-Hr3t0R_q9YR6PYF_A3EUVlI</recordid><startdate>20100209</startdate><enddate>20100209</enddate><creator>Kugiumtzis, Dimitris</creator><creator>Tsimpiris, Alkiviadis</creator><scope>EPD</scope><scope>GOX</scope></search><sort><creationdate>20100209</creationdate><title>Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases</title><author>Kugiumtzis, Dimitris ; Tsimpiris, Alkiviadis</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-a650-cb90300e8f70e2ab17563e523dded575ddf9c9fa5f62cd668305d081a4d13b663</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2010</creationdate><topic>Statistics - Computation</topic><toplevel>online_resources</toplevel><creatorcontrib>Kugiumtzis, Dimitris</creatorcontrib><creatorcontrib>Tsimpiris, Alkiviadis</creatorcontrib><collection>arXiv Statistics</collection><collection>arXiv.org</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Kugiumtzis, Dimitris</au><au>Tsimpiris, Alkiviadis</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases</atitle><date>2010-02-09</date><risdate>2010</risdate><abstract>In many applications, such as physiology and finance, large time series data
bases are to be analyzed requiring the computation of linear, nonlinear and
other measures. Such measures have been developed and implemented in commercial
and freeware softwares rather selectively and independently. The Measures of
Analysis of Time Series ({\tt MATS}) {\tt MATLAB} toolkit is designed to handle
an arbitrary large set of scalar time series and compute a large variety of
measures on them, allowing for the specification of varying measure parameters
as well. The variety of options with added facilities for visualization of the
results support different settings of time series analysis, such as the
detection of dynamics changes in long data records, resampling (surrogate or
bootstrap) tests for independence and linearity with various test statistics,
and discrimination power of different measures and for different combinations
of their parameters. The basic features of {\tt MATS} are presented and the
implemented measures are briefly described. The usefulness of {\tt MATS} is
illustrated on some empirical examples along with screenshots.</abstract><doi>10.48550/arxiv.1002.1940</doi><oa>free_for_read</oa></addata></record> |
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| subjects | Statistics - Computation |
| title | Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases |
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