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In financial analysis, high frequency data can be organized in differing time scales from minutes to years. [3] As high frequency data comes in a largely dis-aggregated form over a time-series compared to lower frequency methods of data collection, it contains various unique characteristics that alter the way the data are understood and analyzed.
A Poincaré plot, named after Henri Poincaré, is a graphical representation used to visualize the relationship between consecutive data points in time series to detect patterns and irregularities in the time series, revealing information about the stability of dynamical systems, providing insights into periodic orbits, chaotic motions, and bifurcations.
Using this frequency, the Bode phase plot finds the phase of βA OL. If the phase of βA OL (f 0 dB) > −180°, the instability condition cannot be met at any frequency (because its magnitude is going to be < 1 when f = f 180), and the distance of the phase at f 0 dB in degrees above −180° is called the phase margin.
Failure rate is the frequency with which any system or component fails, expressed in failures per unit of time. It thus depends on the system conditions, time interval, and total number of systems under study. [1]
The unit interval is the minimum time interval between condition changes of a data transmission signal, also known as the pulse time or symbol duration time. A unit interval (UI) is the time taken in a data stream by each subsequent pulse (or symbol). When UI is used as a measurement unit of a time interval, the resulting measure of such time ...
Allan variance is defined as one half of the time average of the squares of the differences between successive readings of the frequency deviation sampled over the sampling period.
Smoothing is an averaging technique in frequency, instead of time. The smoothed periodogram is sometimes referred to as a spectral plot. [11] [12] Periodogram-based techniques introduce small biases that are unacceptable in some applications. Other techniques that do not rely on periodograms are presented in the spectral density estimation article.
In electronic instrumentation and signal processing, a time-to-digital converter (TDC) or time digitizer (TD) is a device for recognizing events and providing a digital representation of the time they occurred. For example, a TDC might output the time of arrival for each incoming pulse. Some applications wish to measure the time interval ...