TSPEAK(1) TSPEAK(1)
NNAAMMEE
tspeak - take the average of a time series
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tspeak [-m n] [-M n] [-t] [-v] [filename]
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Tspeak for finding the local maxima and minima of cyclic time series.
It performs a "Dicke Fix," i.e., hard limiting at +/- 1 on the deriva‐
tive of the input time series, and filters the hard limited output. The
filtering is implemented as a retriggerable one-shot, that will only
change state if sufficiently many, (see the -M n, or -m n arguments,)
sequential increases, or decreases, in the input time series occur. If
the marginal increment is zero, the last state of the one-shot is out‐
put, but not counted as a sequential increase or decrease.
Note that this implementation is an approximation of a single pole fil‐
ter. With a hard limiting comparator output of +/- 1 in response to an
input time series of -1 to +1, the comparator will change state 3 time
units later, (for -M and -m both equal to 3.) The single pole filter
output would be -1 + (2 * (1 - (e^(-(t * k))))), which would be zero in
three time units, or, -(3 * k) = ln (0.5), or, k = 0.23104906, which is
the 1 / time constant, tc, of the single pole filter, or the time con‐
stant = 1 / 0.23104906 = 4.328085126. The advantage of the implementa‐
tion is that the last three input time units "vote," as to whether to
change the state of the comparator-a form of hysteresis.
When used in signal circuits, the bandwidth, bw, is 1 / (2 * pi * tc),
and the average time between zero crossings for white noise is (1 / bw)
* e^(((vt / en)^2) / 2), where vt is the comparator threshold, and en
the RMS of the noise voltage. If vt = 0, (and en != 0,) and the time
constant is 4.328085126, the average time between zero crossings is 2 *
pi * 4.328085126 = 27.19416087, (assuming a sample frequency of 1 Hz.)
If the sample frequency is 6 minutes = 360 seconds = 0.1 hour, then the
average time between zero crossings = time between false positives is
360 * 27.19416087 = 9789.8979132 = 2.719416087 hours.
The input file structure is a text file consisting of records, in tem‐
poral order, one record per time series sample. Blank records are
ignored, and comment records are signified by a '#' character as the
first non white space character in the record. Data records must con‐
tain at least one field, which is the data value of the sample, but may
contain many fields-if the record contains many fields, then the first
field is regarded as the sample's time, and the last field as the sam‐
ple's value at that time.
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--mm nn Minimum successive negative marginal increments for a minima,
(3).
--MM nn Minimum successive positive marginal increments for a maxima,
(3). --tt Sample's time will be included in the output time
series.
--vv Print the version and copyright banner of the program.
ffiilleennaammee
Input filename.
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There is little or no provision for handling numerical exceptions.
SSEEEE AALLSSOO
tsderivative(1), tshcalc(1), tshurst(1), tsintegrate(1), tslogre‐
turns(1), tslsq(1), tsnormal(1), tsshannon(1), tsblack(1), tsbrown‐
ian(1), tsdlogistic(1), tsfBm(1), tsfractional(1), tsgaussian(1), tsin‐
tegers(1), tslogistic(1), tspink(1), tsunfairfractional(1), tswhite(1),
tscoin(1), tsunfairbrownian(1), tsfraction(1), tsshannonmax(1),
tschangewager(1), tssample(1), tsrms(1), tscoins(1), tsavg(1),
tsXsquared(1), tsstockwager(1), tsshannonwindow(1), tsmath(1), tsavg‐
window(1), tspole(1), tsdft(1), tsbinomial(1), tsdeterministic(1),
tsnumber(1), tsrmswindow(1), tsshannonstock(1), tsmarket(1),
tsstock(1), tsstatest(1), tsunfraction(1), tsshannonaggregate(1), tsin‐
stant(1), tsshannonvolume(1), tsstocks(1), tsshannonfundamental(1),
tstrade(1), tstradesim(1), tsrunlength(1), tsunshannon(1), tsroot‐
mean(1), tsrunmagnitude(1), tskurtosis(1), tskurtosiswindow(1), tsroot‐
meanscale(1), tsscalederivative(1), tsgain(1), tsgainwindow(1)
tscauchy(1), tslognormal(1), tskalman(1), tsroot(1), tslaplacian(1),
tspeak(1)
DDIIAAGGNNOOSSTTIICCSS
Error messages for incompatible arguments, failure to allocate memory,
inaccessible files, and opening and closing files.
AAUUTTHHOORRSS
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A license is hereby granted to reproduce this software source code and
to create executable versions from this source code for personal,
non-commercial use. The copyright notice included with the software
must be maintained in all copies produced.
THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE. THE
AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.
Copyright (c) 1994-2011, John Conover, All Rights Reserved.
Comments and/or bug reports should be addressed to:
john@email.johncon.com (John Conover)
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January 17, 2008 TSPEAK(1)