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timeseries superposition given matrix and weights

Asked by Nicole
on 18 Apr 2013

I have a design matrix as follows: G(:,1)=ones(N,1); G(:,2)=linspace(-1,1,N); G(:,3)=sin(linspace(-10*pi,10*pi,N)); I set N =1000 and I want to know how do I to generate a time series that is a linear superposition of G with weights, say .1, .3, .6. ?



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1 Answer

Answer by per isakson
on 18 Apr 2013
Edited by per isakson
on 18 Apr 2013

Did you try

    S = 0.1*G(:,1) + 0.3*G(:,2) + 0.6*G(:,3);



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