- #1
deadrabbit
Hey,
I am working on a project where I need to take several time series of various lengths and identify common features. So, for example, a period of 100 days may exhibit the same features as a period of 10 days -- the system is self-similar in this way.
In order to compare these series of different lengths I need to strip out noise that is not important for feature identification in order to bring them to the same scale.
I have come across this document that shows a rather efficient method of doing this and would like to reverse engineer it... any help greatly appreciated.
http://www.congrexprojects.com/docs...4_12-40_donati-martinez_fractalresampling.pdf
I am working on a project where I need to take several time series of various lengths and identify common features. So, for example, a period of 100 days may exhibit the same features as a period of 10 days -- the system is self-similar in this way.
In order to compare these series of different lengths I need to strip out noise that is not important for feature identification in order to bring them to the same scale.
I have come across this document that shows a rather efficient method of doing this and would like to reverse engineer it... any help greatly appreciated.
http://www.congrexprojects.com/docs...4_12-40_donati-martinez_fractalresampling.pdf