MATLAB: Question regarding executing auto-correlation

autocorrelation

Hi all,

I have to stationarized my data using auto-correlation to be used in arima models. However, i have trouble getting the codes correct.

data = xlsread('20jun.xlsx');

pv = data; %144 readingfrom 20jun

t= [1:144]; %defined time points

plot(t,pv);

I have 144 data readings, resulting in 144 time point. Any advise will be appreciated. Thanks for the time.

Best Answer

Before plot, put there lines and tell us what it says

size(t)  % Don't use a semicolon



size(pv)  % Don't use a semicolon
class(t)  % Don't use a semicolon
class(pv)  % Don't use a semicolon

And I don't see any autocorrelation going on, just reading data from a workbook and plotting it.

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MATLAB: How to find autocorrelation for an image

Please see the help for xcorr2

MATLAB: A for loop implementation… given matrix A=299×10, calculate the autocorrelation for every row of Matrix A one at a time

If my reading of the xcorr doc is correct (I don't have the signal processing toolbox), you could just apply xcorr to the whole matrix (transposed as xcorr works columnwise) and then discard the columns that are to cross-correlations with other columns:

allcorrelations = xcorr(A'); %transpose A since xcorr works on columns
ncols = size(A, 1); %number of columns in the transposed matrix = rows in the original
autocorrelations = allcorrelations(:, sub2ind([ncols ncols], 1:ncols, 1:ncols))'; %extract autocorrelation and transpose back
%note: you could replace the sub2ind(...) by
% 1:ncols+1:ncols*ncols
%it does the same thing but for me sub2ind shows the intent better

Alternatively:

autocorrelations = cellfun(@xcorr, num2cell(A, 2), 'UniformOutput', false);
autocorrelations = vertcat(autocorrelations{:});

The second option is possibly slower than the first since it is basically loops over each row. On the other hand it doesn't waste time calculating the cross-correlations. It is certainly going to be more memory efficient.

Best Answer

Related Solutions

MATLAB: How to find autocorrelation for an image

MATLAB: A for loop implementation… given matrix A=299×10, calculate the autocorrelation for every row of Matrix A one at a time

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