MATLAB Answers

Silpa K

hi, I have a time series data,I want to find first standard deviation array and second standard deviation array,using a standard deviation window,but I am getting errors.

Asked by Silpa K
on 20 Aug 2019
Latest activity Commented on by Silpa K
on 25 Aug 2019
Please help me


Sorry, I didn't understand "didn't get the array".
Are you refering to my question #2 or #3? Question #1 is quite important, too.
ok sir, I will check out your questions and tell you.Thank you.

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1 Answer

Answer by Jyothis Gireesh on 23 Aug 2019
 Accepted Answer

I am assuming that you want to calculate the moving standard deviation of a time series data.
Here are a few suggestions about this problem which may be able to help you.
  • The std() function in MATLAB calculates the standard deviation by taking the window length to be length of the time series data.
  • If you are interested in calculating the moving standard deviation you may use the movstd()” which allows the window length to be specified as an extra argument. Note that you may also have to specify the SamplePoints’ property as well when you are using a time series object as input to movstd()”
You may also look at the following MATLAB Answers link which provides a possible workaround on how to calculate moving standard deviation for a time series.