How to compute the time lag by cross-correlation of ir-regular time series, accurately?

2 次查看（过去 30 天）

显示更早的评论

Andi 2023-5-27

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1974419-how-to-compute-the-time-lag-by-cross-correlation-of-ir-regular-time-series-accurately

评论： KSSV 2023-5-29

在 MATLAB Online 中打开

HI everyone,

My data set consists of monthly observations of two parameters (already normalized) over a 50 years time window?

I require to compute the time-lag between these two time series on yearly basis, at first. IN addition, I also need to compute the time lag over 5 years windows or any other window length.

May someone suggest how i can accurately compute the phase lag.

Here is what I did so far:

% Data presentation 
cd_ev=readmatrix('file.csv'); % selected candidate earthquake
tim=datenum(cd_ev(:,3),cd_ev(:,4),cd_ev(:,5),cd_ev(:,6),cd_ev(:,7),cd_ev(:,8));
p1=cd_ev(:, 9);
p2=cd_ev(:, 10);
figure(1)
plot(tim, p1)
hold on
plot(tim, p2)
hold off

Cross-correlation result

[c,lags] = xcorr(p1,p2);
[c,lags] = xcorr(p1,p2,'normalized');
figure(2)
stem(lags,c)

Thank you!

3 个评论
显示 1更早的评论隐藏 1更早的评论

Andi 2023-5-29

@KSSV I already scale them at same interval one observation per month.

KSSV 2023-5-29

Then try crosscorr

请先登录，再进行评论。

请先登录，再回答此问题。

回答（0 个）

请先登录，再回答此问题。

类别

MATLAB Language Fundamentals Matrices and Arrays Creating and Concatenating Matrices

在 Help Center 和 File Exchange 中查找有关 Creating and Concatenating Matrices 的更多信息

产品

MATLAB

Community Treasure Hunt

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

Start Hunting!

Translated by