How to resample a timeseries in matlab?

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'.

Answers (0)

Categories

Asked:

on 15 Jul 2012

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!