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Fanchart - Visualize percentiles of time series data

version 1.1.0.1 (436 KB) by Ameya Deoras
Visualize forecast confidence or Monte-Carlo time series simulations

25 Downloads

Updated 01 Sep 2016

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A fan chart is a plot of time-varying distribution percentiles shown as shaded bands around a central (median/mean) line. It is useful for plotting paths of a Monte-Carlo simulation of time series or prediction confidence bands around a central mean forecast. The bands are drawn as shaded area charts using various colormaps.
This function works well with clickableLegend allowing you to show or hide certain bands.
Please take a look at the fanChart_examples published file in the submission.

Inputs:
xvals - the X-axis values for the data to be visualized. If empty, xvals = 1:size(paths,1)
paths - a nSteps-by-nTrials matrix of simulated paths.
centerType - string 'mean' or 'median' (default: 'median')
prctiles - an array of percentiles to calculate (default: 5:5:95)

Optional parameter-value inputs:
parent - the axes object to draw the chart in (default: gca)
alpha - the transparency coefficient for the bands (default: 1 (no
transparency))
colormap - a string, cell array or function handle to a colormap function (default: boeRedMap).
the cell array syntax should contain a string name of the colormap function as the first
element and optional arguments to that function as additional elements
Available colormap functions in fanChart are boeRedMap,
shadesOfRed and shadesOfColor

Comments and Ratings (9)

Abhishake

Hi , Is there any update on the legend. It is incorrect. Thanks

H H

Just a correction: "... percentile 10 and Median have the same color?"

H H

Thanks for the nice application. But I am not sure if the percentiles on the legend corresponds to the colors. For instance the hottest color is in the middle (say the middle is the Median) and then it fades out around the middle. How come we have percentiles 10 and 90 have the same color?

Arthur

FJ G

Hamed Haghi

Guzman

Perfect. It works as advertised!

Updates

1.1.0.1

Updated license

1.1.0.0

Added screenshot

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux