How to resample a timeseries in matlab?
6 views (last 30 days)
Show older comments
Is there anyway to resample/bootstrap a simple timeseries vector a, lets say 1000 times?
For example I do:
y = exprnd(5,100,1);
m = bootstrp(100,@(x)[mean(x) var(x) skewness(x) kurtosis(x)],y);
I do get 4 timeseries, however, only the mean actually comes over with the original 'Y'.
Is there any way of doing a bootstrap/resampling from the 'y' series while maintaining the moments? I would just like to get like a 10000 timeseries based on 'y'.
0 Comments
Answers (0)
See Also
Categories
Find more on Time Series 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!