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Phase randomization

version 1.0.0.0 (1.83 KB) by Carlos Gias
Simultaneous phase randomization of a set of time series

4 Downloads

Updated 21 Aug 2011

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It creates blocks of surrogate data with the same second order properties as the original time series dataset by transforming the original data into the frequency domain, randomizing the phases simultaneously across the time series and converting the data back into the time domain.

Comments and Ratings (3)

hey carlos,
I appreciate your effort. But i have couple of doubts
1) You mentioned phases to be completely random but why did you use conjugate and flipud command after randomizing lower half. I tried without conj, flipud but the 2nd order moments are not preserved then u should be correct. Can you please delineate the reason
2) Reason for using same random phases across different series
3) what about first observation
It will be helpful if u reply me fast
Thanks in advance

moejobe

This is not the correct way of randomizing phase.

University

Thanks for the suggestion. Very usefull

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux