Time-series analysis code

I have developed extensive Matlab code for running scientific analysis methods on univariate time-series data. Some methods are derived from existing code developed by other scientists, while other ideas are new. The hope is for this body of knowledge to be utilized and built upon in future research, in contrast to current research that tends to investigate small sets of hand-picked analysis methods in isolation from what is a highly diverse and interdisciplinary scientific literature.

Code repository Run highly comparative time-series analysis on your own data

I have developed a comprehensive code repository for running highly comparative time-series analysis, as described in a recent journal article. This was launched as a publicly available resource (for non-commercial use) in December 2015 here, with full source code available on github.

Comp-Engine Time Series A collaborative online resource for time-series analysis


The time-series data and code that I assembled/developed is currently being made into a living online scientific resource that can be downloaded and built on by scientists. The resource was launched at comp-engine.org/timeseries/ February, 2014.

Other Matlab functions

Use pretty colorbrewer colormaps in Matlab: BF_getcmap.m