Method to Correlate Time Series Arrays of Differing Lengths

Question

I am attempting to correlate the time series from 4 separate tilt monitors that sample every 5 minutes. The time series have slightly different base times and end times, and the resulting arrays are slightly different lengths, though they span almost the (differing by ~3 mins) same period of time. My goal is to correlate each of these time series with a single "wind speed" time series that also covers the same period of time as the tilt monitors, sampling every 5 minutes, but also has a slightly different array length and origin time and end time.

The different array lengths in the tilt measurements are due to instrument error. There are some times within each of the arrays where the instrument missed a measurement and so the sample interval is 10 minutes.

My arrays sizes look something like this:

Tilt_a = 6236x2
Tilt_b = 6310x2
Tilt_c = 6304x2
Tilt_d = 6309x2
Wind_speed = 6283x2

I am using MATLAB to do the correlation. I imagine that I will need to re-sample the data using something like interp1, but I do not know how to renconcile the origin and end times. Is there a method that comes to mind for handling a situation such as this one? Or a function that allows correlating arrays of differing lengths?

Answer 1

So for the different time windows your analyzing, you could either trim them all so that they start and end at the same time, or you could just review them over their raw intervals, and make your comparisons over the windows that overlap.

As far as the sampling interval, you can use the resample command to make your comparisons more uniform.

https://www.mathworks.com/help/signal/ref/resample.html

Extending the first concept, you could use resample to define new vectors with the start time and end time and interval all synchronized, then continue with your analysis.