MATLAB: Correlate time-series

correlation

Hi,

I have timeseries data that oscillates around 0 (from -2 to +2) for 50 years.

I want to correlate this with temperature data.

The temp data is not normally distributed – so only kendall tau correlation possible.

Problem, the time-series daya is 160 rows, but the temp data only 80.

The rows must be equal size for Matlab to perform the correlaton.

Please help with my code.

Thank you.

Best Answer

You can use vq = interp1(x,v,xq) to interpolate the temp data so that it has 160 values. Then use R = corrcoef(A,B) to compute the correlation coefficient between the two time series. If one time series is shifted relative to the other, you may want to consider the cross correlation to measure the lag: r = xcorr(x,y).

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Depending on the plot resolution, it could be difficult to see easily.

Try this:

time = linspace(0, 20);
temp = 20+10*sin(2*pi*time/15);
figure
plot(time, temp)
hold on
patch([time fliplr(time)], [temp fliplr(temp)+0.1], [0.8 0 0], 'EdgeColor','none')  % Plot +0.1 C Band
hold off
grid
ylim([0 35])

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>> lookfor prediction

applin1 - Linear Prediction Design

applin2 - Adaptive Linear Prediction

simplenar_dataset - Simple time-series prediction dataset

simplenarx_dataset - Simple time-series prediction dataset

simpleseries_dataset - Simple time-series prediction dataset

invpred - Inverse prediction for simple linear regression.

nlintool - Interactive graphical tool for nonlinear fitting and prediction.

nlpredci - Confidence intervals for predictions in nonlinear regression.

>> lookfor time-series

simplenar_dataset - Simple time-series prediction dataset

simplenarx_dataset - Simple time-series prediction dataset

simpleseries_dataset - Simple time-series prediction dataset

nndata2sim - Convert neural network data to Simulink time-series.

sim2nndata - Convert Simulink time-series to neural network data.

narnet - Nonlinear auto-associative time-series network.

narxnet - Nonlinear auto-associative time-series network with external input.

plotresponse - Plot dynamic network time-series response.

Hope this helps.

Greg

Best Answer

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