Correlation of shifted time-series

4 visualizaciones (últimos 30 días)
Sepp
Sepp el 11 de Dic. de 2017
Comentada: Akira Agata el 11 de Dic. de 2017
Hello
I have two time series with different sampling rates. I can apply interpolation to correct for the different sampling rates. Now I would like to calculate the correlation between these two time series (or another metric which judges if the two time series are similar or not).
The two time series have different magnitude and can also be shifted in time (for example, the first time series can be 3 seconds in advance compared to the second time series).
In the end, I would like to calculate the correlation of both time series independent of their magnitude and shift.
Is this possible in Matlab?
  1 comentario
Akira Agata
Akira Agata el 11 de Dic. de 2017
I believe an example of xcorr function in documentation page would be helpful.

Iniciar sesión para comentar.

Respuestas (0)

Categorías

Más información sobre Time Series en Help Center y File Exchange.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by