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Q:MATLAB RELATED: Can someone help me with a MATLAB code for block averaging of time series dataset? Also how do I determine the optimal number of blocks

Background:I have a large time series dataset (position versus time) which I break into 20 smaller blocks. I need to find the variance of position for each block. Since there is a possibility that there is autocorrelation of data, normal averaging doesn't work for me, and I would need to perform block averaging.

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What are your problems implementing this? - Daniel

1 Answers

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Check out the reshape command followed by a mean and/or var (for average or variance)

At the MATLAB terminal, type:

help reshape