How to generate random time series with specified max-min time intervals?

Question

Chris 2013-12-6

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评论： Jos (10584) 2013-12-6

Hello,

I'd like to generate a time vector with random ascending values in which the interval between two adjacent values would be given by me, i.e. something like:

0 - min number in vector;

60 - max number in vector

0.5 - min interval between adjacent values

2 - max interval between adjacent values

Which would give something like : [0 0.7 1.8 2.4 ...... 59.1 60]

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Answer 1

Jos (10584) 2013-12-6

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在 MATLAB Online 中打开

Some improvements over Andrei's code

minV = 0
maxV = 60
minDiff = 0.5
maxDiff = 2.0 ;
N = ceil((maxV-minV) / minDiff) ; % ensures there are enough numbers in d
d = minDiff + (maxDiff-minDiff)*rand(N,1);
d2 = [0;cumsum(d)]; 
out = [ d2(d2 < (maxV - minDiff)) ; maxV ];

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Andrei Bobrov 2013-12-6

+1

Jos (10584) 2013-12-6

I have no time to disproof it right now, but I have the feeling that it might happen that out(end)-out(end-1) is larger than maxDiff.

I suggest you check against that condition and run the engine again when necessary ..

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Answer 2

Andrei Bobrov 2013-12-6

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https://ww2.mathworks.cn/matlabcentral/answers/108896-how-to-generate-random-time-series-with-specified-max-min-time-intervals#answer_117510

编辑：Andrei Bobrov 2013-12-6

在 MATLAB Online 中打开

One way

d = .5 + 1.5*rand(70,1);
d2 = [0;cumsum(d)];
out = [d2(d2 < 60 - .5);60];

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Jos (10584) 2013-12-6

A quick fix would be out = [d2(d2 < (60-0.5) ; 60] ; but this would abort true randomness, which might or might not be an important issue here ...

Andrei Bobrov 2013-12-6

编辑：Andrei Bobrov 2013-12-6

Hi Jos! Thanks for your comments. Corrected.

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