From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: weighted average time series
Date: Sun, 7 Mar 2010 18:52:05 +0000 (UTC)
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I am sure that what I want to do is simple in MATLAB, but my maths has totally failed me and Help is driving me round in circles. Can anyone help?

I have ten time series', all sampled over the same time interval, all trying to measure the same thing. All ten share a similar shape, but all of them show departures from it. All ten have a very different amplitude range, but they all start from 0. 

In case my description isn't enough, the time series' look like this (ignore the red one):

I want to combine them together to construct a weighted-average time series.  So I need to determine one average time series and ten weights.

I thought this would be a least-squares problem, but I can't seem to get it in the right form.