Preparing Time-Series Data
Before you can estimate models for time-series data, you must
import your data into the MATLAB software. You can estimate models
from either time-domain and frequency-domain data. For information
about which variables you need to represent time-series data, see Importing Time-Series Data into MATLAB.
For more information about preparing data for modeling, see Ways to Process Data for System Identification.
If your data is already in the MATLAB workspace, you can
import it directly into the System Identification Tool GUI. If you
prefer to work at the command line, you must represent the data as
a System Identification Toolbox data object instead.
In the System Identification Tool GUI.
When you import scalar or multiple-output time series data into the
GUI, leave the Input field empty. For more information
about importing data, see Importing Data into the GUI.
At the command line. To represent a time
series vector or a matrix s as an iddata object,
use the following syntax:
y = iddata(s,[],Ts);
s contains as many columns as there are measured
outputs. For time-domain data, set Ts to the sampling
interval. For continuous-time frequency domain data, set Ts to
0.
 | What Are Time-Series Models? | | Estimating Time-Series Power Spectra |  |
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