How to generate random time series with specified max-min time intervals?
3 views (last 30 days)
Show older comments
Hello,
I'd like to generate a time vector with random ascending values in which the interval between two adjacent values would be given by me, i.e. something like:
0 - min number in vector;
60 - max number in vector
0.5 - min interval between adjacent values
2 - max interval between adjacent values
Which would give something like : [0 0.7 1.8 2.4 ...... 59.1 60]
0 Comments
Accepted Answer
Jos (10584)
on 6 Dec 2013
Some improvements over Andrei's code
minV = 0
maxV = 60
minDiff = 0.5
maxDiff = 2.0 ;
N = ceil((maxV-minV) / minDiff) ; % ensures there are enough numbers in d
d = minDiff + (maxDiff-minDiff)*rand(N,1);
d2 = [0;cumsum(d)];
out = [ d2(d2 < (maxV - minDiff)) ; maxV ];
2 Comments
Jos (10584)
on 6 Dec 2013
I have no time to disproof it right now, but I have the feeling that it might happen that out(end)-out(end-1) is larger than maxDiff.
I suggest you check against that condition and run the engine again when necessary ..
More Answers (1)
Andrei Bobrov
on 6 Dec 2013
Edited: Andrei Bobrov
on 6 Dec 2013
One way
d = .5 + 1.5*rand(70,1);
d2 = [0;cumsum(d)];
out = [d2(d2 < 60 - .5);60];
3 Comments
Jos (10584)
on 6 Dec 2013
A quick fix would be out = [d2(d2 < (60-0.5) ; 60] ; but this would abort true randomness, which might or might not be an important issue here ...
Andrei Bobrov
on 6 Dec 2013
Edited: Andrei Bobrov
on 6 Dec 2013
Hi Jos! Thanks for your comments. Corrected.
See Also
Categories
Find more on Random Number Generation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!