Time series

  •   BASIC TIME SERIES...      This option displays time series data in graphical form.  Time series analysis examines data for many kinds of temporal relationships -- basically, does sample value at a particular time ( T ) predict sample value at some later time ( T + K )?   A graphical display is useful for determining if there are periodicities within the data, and (if periodicities exist) if the waveforms are symmetrical.  When this option is selected, LabAnalyst opens a window containing edit fields for the Start Lag (the initial time increment between samples) and the Time Step (the time increment added for each successive plot).  Defaults are a start lag of 0 and a time step of 1 sample.  Edit as desired.  There are two plotting options:

    Use the 'PlotT versus T + step' button to generate 18 scatterplots.  For each, the sample value (X - coordinate) is plotted against the sample value at a fixed time increment in the future (Y -coordinate):

    In each plot the time increment is equal to the start lag plus the sum of the cumulative time steps (i.e., start lag + time step X plot number).  The increment value is shown at the top of each plot.  If there is no temporal predictability, the point distribution will be random.  However, if temporal patterns exist, the distribution of points will be non-random, and the shape of the distribution will indicate the degree of symmetry and the scatter will indicate the degree of randomness or 'noise'.  You can replot with different start lags and time step increments.  Click the 'Print to .png' button to make a file copy of the plots.   You can replot the window in black and white before saving it to .png.

    • Use the 'Periodicity Analysis… ' button to generate a summarized periodicity test for 50, 100, 200, or more stepped time intervals (NOTE: the interval selection buttons are only available if there are sufficient points within the block).   For 200 or fewer steps, results are shown as a bar graph; for more steps a line plot is drawn. This is the setup screen for generating a periodicity test:

           

    Output from a typical periodicity test looks like this:

           

    This example shows a 750-step plot.  Correlations with negative slopes are plotted below the zero line.    The bar heights are a relative index of how value at time ( T ) predicts value at time ( T + time step).   The tallest bar (red on color screens) is the interval with highest predictability.  Click the 'Show Other Peaks Where...' button to display only those time correlations with r2 higher than a specified value.   Click the 'Copy to PDF' button (or 'Copy to PNG' depending on which text file format was selected in Preferences) to make a copy of the graph.   Click the 'Done' button or the close box to exit.


    go to: