How I can determine the phase and magnitude between two non periodic time series?
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Hi,
I need to obtain the obtain the phase and the magnitude between two nonperiodic time series and plot it in time. I have only the time series in time domain. Do you have any idea how I can do it?
Thank you in advance
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Wayne King
2013-2-14
编辑:Wayne King
2013-2-14
I'm not sure what you mean by "plot the phase and magnitude in time"
You can use cpsd to estimate the magnitude and phase relationship between two nonperiodic time series, but you cannot get a time dependent plot out of that function.
You would to take cpsd() and feed it blocks of data to obtain a time-varying cross spectrum.
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Traian Preda
2013-2-14
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Wayne King
2013-2-14
I'm not sure I understood you initially, you want to measure these things for two different series as in measuring the cross spectrum?
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