Quadratic time detrending. Any help or code ???

2 次查看（过去 30 天）
Panty
Panty 2014-7-15
评论： Panty 2014-7-15
Hi guys!! I have a question.
For linearly detrending a time-series you can use the detrend(..) function.
If you want to extract the quadratic time trend?? Any function or code you could share??
I have found this code in the 'Parametric Trend Estimation' Mathworks page, but I want to make sure whether it works or not and you opinion.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
load(fullfile(matlabroot,'examples','econ','Data_Accidental.mat')); t = [1:N]'; X = [ones(N,1) t t.^2];
B = X\Y;
Th = X*B;
h = plot(Th/1000,'r','LineWidth',2);
legend(h,'Quadratic Trend Estimate');
hold off
Y = Dataset.NUMD;
N = length(Y);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Many thanks

请先登录，再回答此问题。

采纳的回答

Alfonso Nieto-Castanon
Yes, that should work, you just need to define:
Ynew = Y - Th;
to get the new "detrended" timeseries.
  7 个评论
显示 5更早的评论
Alfonso Nieto-Castanon
Alfonso Nieto-Castanon 2014-7-15
Yes, ordinary least squares, linear regression, general linear model, the X\Y part would do just that.
Panty
Panty 2014-7-15
Thats perfect. Thank you very much Alfonso. Much appreciated.

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Correlation and Convolution 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by