Multiple time-series
in [Matlab]
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From: Sanette on 11 Aug 2010 04:50 HI, I'm new to matlab and I would like to analyse multiple concurrent time-series (e.g wind speed, air pressure & visibility). I suspect tstool is the way to go, but I do not know how to import multiple data sets in the same matrix. Also, the time intervals on the datasets differ - 5 minute intervals for met data and 3 minute interval for the visibilitydata. Can matlab interpolate? If there is a step-by-step guide anywhere, please feel free to point me to it!
From: Rogelio on 11 Aug 2010 06:48 "Sanette " <blugekko11(a)gmail.com> wrote in message <i3to80$rfa$1(a)fred.mathworks.com>... > HI, > I'm new to matlab and I would like to analyse multiple concurrent time-series (e.g wind speed, air pressure & visibility). > I suspect tstool is the way to go, but I do not know how to import multiple data sets in the same matrix. > Also, the time intervals on the datasets differ - 5 minute intervals for met data and 3 minute interval for the visibilitydata. Can matlab interpolate? > If there is a step-by-step guide anywhere, please feel free to point me to it! Lets see, How do you want to analyse the differente data sets? one by one (ARIMA models or linear regressions) or you are working with VAR models for time series? This is my first question.The fact that the measurements are in different point intervals affects in different ways depending on your model at hand. So can you be more specific about your model and what do you want to do.
From: Sanette on 11 Aug 2010 08:04 > Lets see, How do you want to analyse the differente data sets? one by one (ARIMA models or linear regressions) or you are working with VAR models for time series? This is my first question.The fact that the measurements are in different point intervals affects in different ways depending on your model at hand. So can you be more specific about your model and what do you want to do. Thank you for the response! At the end of the day I'd like to correlate all the meteorology time series (1 to 1 at first) with the visibility time series. I'm trying to see whether specific good visibility events are related to specific meteorology variables. I'm not looking to predict any trends; but rather to establish the correlation between visibility & e.g. wind speed
From: Rogelio on 11 Aug 2010 11:46 "Sanette " <blugekko11(a)gmail.com> wrote in message <i3u3jo$pcs$1(a)fred.mathworks.com>... > > > Lets see, How do you want to analyse the differente data sets? one by one (ARIMA models or linear regressions) or you are working with VAR models for time series? This is my first question.The fact that the measurements are in different point intervals affects in different ways depending on your model at hand. So can you be more specific about your model and what do you want to do. > > Thank you for the response! At the end of the day I'd like to correlate all the meteorology time series (1 to 1 at first) with the visibility time series. I'm trying to see whether specific good visibility events are related to specific meteorology variables. I'm not looking to predict any trends; but rather to establish the correlation between visibility & e.g. wind speed Ok, Im not an expert in meteorology but i can help u with the modelliing issues. The "easy" model you can use is a OLS, i.e. linear regression model. Where you have a dependent variable ( I presume that in your case is visibility) and two independent variables ( in this case will be air preassure and wind speed). So, this model will "tell you" if the wind and the preasure have any influence in the visibility and the degree of it. It might be the case that a linear model, such as OLS, does not fit your data, i.e. the model is not helpful for your purposes. This you will know it by conducting the proper diagnostic tests for the OLS. I suggest u to get and introductory book to statistics and read a bit about OLS or wikipedia, so you can interprete correctly your results. Of course, this might be not what you are looking. Let me know if this sounds like what you need.
From: Sanette on 12 Aug 2010 05:29
> Ok, Im not an expert in meteorology but i can help u with the modelliing issues. The "easy" model you can use is a OLS, i.e. linear regression model. Where you have a dependent variable ( I presume that in your case is visibility) and two independent variables ( in this case will be air preassure and wind speed). So, this model will "tell you" if the wind and the preasure have any influence in the visibility and the degree of it. It might be the case that a linear model, such as OLS, does not fit your data, i.e. the model is not helpful for your purposes. This you will know it by conducting the proper diagnostic tests for the OLS. I suggest u to get and introductory book to statistics and read a bit about OLS or wikipedia, so you can interprete correctly your results. Of course, this might be not what you are looking. Let me know if this sounds like what you need.< Thank you, I'll read up on it! But it definitely sounds like the first step in modelling I'd look into. Now just for the data incorporation. Thank you kindly! |