Asked by Mate 2u
on 26 Jul 2013

Hi all, I have prices of a financial time series in a matrix "Thai" of size "4048x1".

I want to create a new matrix of size 4048x1 full of zeros and 1s , where the 1 shows the maximum point within a n period in 4048. So for instance in 4048 prices, we check the first 200 prices for the maximum, then the next 200 prices find the maximum if n = 200.....and so on.

*No products are associated with this question.*

Answer by dpb
on 27 Jul 2013

OK, for "dead ahead" loop solution is fairly trivial--it didn't come to me otomh on vectorizing this owing to the indexing being inconsistent but there's bound to be a way; if the 'aha!' moment strikes I'll try to get back...

But, anyway...

function maxes=maxvec(x,N) % For vectors, maxvec(X,N) is a vector of same length as X % containing the maximum value of X over groups of N elements % returned in the position found in X. % Not yet implemented for matrices.

if size(x,1)==1,error('X must be a column vector'), end if numel(x)~=length(x),error('X must be a column vector'), end L=length(x); if mod(L,N), error('Length of X not evenly divisible by N'), end

maxes=zeros(size(x)); for i=1:N:L-N+1 [xm,ix]=max(x(i:i+N-1)); maxes(i+ix-1)=xm; end

Answer by Image Analyst
on 27 Jul 2013

The most "MATLAB-ish" way to do it is to use blockproc. Here's how to do it:

clc; % Clear the command window. workspace; % Make sure the workspace panel is showing. format longg; format compact; fontSize = 20; close all;

% Create data of prices with 2 places to the right of the decimal. theSignal = fix(10000 * rand(1, 4048)) / 100; % Now let's use an anonymous function. % We'll take the max in the blocks. windowSize = 200; myFilterHandle = @(block_struct) ... max(block_struct.data) * ones(size(block_struct.data)); % Find the max in each 200 element long block. blockyMax = blockproc(theSignal, [1, windowSize], myFilterHandle); [rowsM, columnsM, numberOfColorChannelsSD] = size(blockyMax);

% Plot it. subplot(2, 1, 1); plot(blockyMax, 'bo-'); caption = sprintf('Signal Processed in 1 by %d Blocks\n%d by %d pixels\nAnonymous Max Filter', ... windowSize, rowsM, columnsM); title(caption, 'FontSize', fontSize);

% Find where the signal equals the block-wise max. signalEqualMax = (theSignal == blockyMax);

% Plot it. subplot(2, 1, 2); plot(signalEqualMax, 'bo-'); title('1 where signal equals the max in a 200 long window', 'FontSize', fontSize);

% Enlarge figure to full screen. set(gcf, 'units','normalized','outerposition',[0 0 1 1]);

Show 2 older comments

dpb
on 27 Jul 2013

hmmm...

>> lookfor blk blkdiag slvblk fdesignblkfcn dspblksstatusbar dspblkstructures isspblksinstalled >> lookfor block ... blkdiag saveas catch spmd_feval try cdf2rdf ldl slvblk - Solve almost block-diagonal linear system. blockGetDialogSchema - This is the default schema files for all SL blocks. vipaviread - Read AVI file. Used by Video & Image Processing Blockset's ChkIfBlockReusable - Checks whether Filter block is reusable dspblkstructures - Returns the structures supported by the Digital Filter Block. isspblksinstalled - Returns true if Simulink and Signal Processing Blockset are installed. lnkfvtool2mask - Callback for linking FVTool to a block mask. dfiltfftfirdemo - Overlap-add FIR Block filter object >>

Maybe in some toolbox, not in base Matlab???

Image Analyst
on 28 Jul 2013

Oh, it's in the Image Processing Toolbox - I didn't realize that until now because so many people use it for non-imaging applications. In R2010b then changed the name from blkproc to blockproc.

dpb
on 28 Jul 2013

Ahhhh....not one included in what TMW kindly provided...

Related Content

MATLAB and Simulink resources for Arduino, LEGO, and Raspberry Pi

Learn moreOpportunities for recent engineering grads.

Apply Today
## 2 Comments

## dpb (view profile)

Direct link to this comment:http://www.mathworks.com/matlabcentral/answers/83278-finding-the-location-of-the-maximum-of-n-periods#comment_161730

Is this 'n' a sliding window or sequential?

## Mate 2u (view profile)

Direct link to this comment:http://www.mathworks.com/matlabcentral/answers/83278-finding-the-location-of-the-maximum-of-n-periods#comment_161731

erm....I think sequential....so 1:200, 201:401, 401:601....etc

so lets say we have a 1000x1 matrix....we will have a 1000x1 matrix full of zeros with 5 1's and 995 0's, with the first 1 showing max location within 0:200, and so on.