comp.lang.idl-pvwave archive
Messages from Usenet group comp.lang.idl-pvwave, compiled by Paulo Penteado
Home » Public Forums » archive » time series analysis - request for ideas?
Show: Today's Messages :: Show Polls :: Message Navigator
E-mail to friend  		Switch to threaded view of this topic Create a new topic Submit Reply
time series analysis - request for ideas? [message #72651] Tue, 21 September 2010 04:01
oxfordenergyservices is currently offline  oxfordenergyservices
Messages: 56
Registered: January 2009
Member
Hi

I have a number of experimental time-series data (say 100) each of
which consists of a number of readings at 10 second intervals for a
year.

I want to simulate many thousand of these time-series but they must
agree statistically with the experimental data.

Does anybody have any ideas of how this might be done or the types of
fields that this problem has come up in?

My initial thoughts were

a) the distribution of values of the simulated must agree with
experimental
b) the distribution of (the change in each 10 seconds) must agree with
experimental
c) the autocorrelations of the simulation must agree with experimental

The experimental data does not look like it can be used with fourier
analysis - there are lots of spikes, lots of plateaus and lots of very
low contiguous values etc.

Any ideas appreciated

Cheers!

Russ

Report message to a moderator

  Switch to threaded view of this topic Create a new topic Submit Reply
Previous Topic: Re: half-point thickness
Next Topic: Rebin/Reform/Histogram

-=] Back to Top [=-
[ Syndicate this forum (XML) ] [ RSS ] [ PDF ]

Current Time: Wed Oct 08 15:10:21 PDT 2025

Total time taken to generate the page: 0.00548 seconds
.:: Contact :: Home ::.

Powered by: FUDforum 3.0.7.
Copyright ©2001-2013 FUDforum Bulletin Board Software