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auto correlation time in matlab

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Jakub
Jakub el 22 de Dic. de 2022
Respondida: Bora Eryilmaz el 22 de Dic. de 2022
in my assignment, i am asked to "State the autocorrelation time for each variable" (of which i have 2). I have just created 2 time series graphs for 2 datasets for context. I am very confused as to what this means. Please help?
load("RiverData50.mat")
x = RiverData(:,1); % daily discharge of riverdata
x2 = x(1:365); % first 365 days of daily discharge
y = RiverData(:,2); % daily rainfall of riverdata
y2 = y(1:365); % first 365 days of daily rainfall
ts1 = timeseries(x2,1:365);
ts1.Name = 'Daily Discharge (M^3/s)';
ts1.TimeInfo.Units = 'Days';
ts1.TimeInfo.StartDate = '1-Oct-1990'; % start date.
ts1.TimeInfo.Format = 'mmm dd, yy'; % Set format for display on x-axis.
ts1.Time = ts1.Time - ts1.Time(1); % Express time relative to the start date.
ts2 = timeseries(y2,1:365);
ts2.Name = 'Daily Rainfall (mm)';
ts2.TimeInfo.Units = 'Days';
ts2.TimeInfo.StartDate = '1-Oct-1990'; % Setting start date.
ts2.TimeInfo.Format = 'mmm dd, yy'; % Setting format for display on x-axis.
ts2.Time = ts2.Time - ts2.Time(1); % Express time relative to the start date.
subplot(2,1,1)
plot(ts1)
subplot(2,1,2)
plot(ts2)
(my code, if that helps with context at all)

Respuestas (1)

Bora Eryilmaz
Bora Eryilmaz el 22 de Dic. de 2022
"Autocorrelation time" most likely means the lag (in days, in your case) where the autocorrelation sequence of your data it at a maximum. See this documentation for additional info: https://www.mathworks.com/help/signal/ug/find-periodicity-using-autocorrelation.html.
The locations of the maxima of the autocorrelation sequence indicate the periodicities in a signal. In this context, the autocorrelation time is the same as the period (in days) of the most prominent periodic component in a signal.

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