How to store large samples of time series data in MATLAB?

Question

ampaul 2017-6-6

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https://ww2.mathworks.cn/matlabcentral/answers/343561-how-to-store-large-samples-of-time-series-data-in-matlab

回答： Walter Roberson 2017-6-6

Hi all, I am trying to store about 100 random samples of the following equations.

y(t)  =  µ + r(t)σ;
y(t)  =  µ + r(t)σ + a sin(2πt/T);
y(t)  =  µ + r(t)σ - gt;

Where

σ=5
y(t)=time series value
t=time
µ=mean value
a= amplitude of cycle variations
g= Magnitude of gradient trend
T= Period of cycle

The randomly distributed number is r(.).

Essentially, I'm trying to generate a lot of samples so that I can test the samples with various neural network time-series classifiers. My question is.. how do I create this data in MATLAB?

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Answer 1

Walter Roberson 2017-6-6

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/343561-how-to-store-large-samples-of-time-series-data-in-matlab#answer_269752

在 MATLAB Online 中打开

given a vector of times t,

ts1 = timeseries( mu + rand(size(t)) * sigma, t);
ts2 = timeseries( mu + rand(size(t)) * sigma + a * sin(2*pi*t/T), t);
ts3 = timeseries( mu + rand(size(t)) * sigma - g * t, t);