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

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ampaul
ampaul 2017-6-6
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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回答（1 个）

Walter Roberson
Walter Roberson 2017-6-6
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);

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