0
$\begingroup$

I am trying to determine the correlation between an observed and theoretical set of data. Both sets of information are in the form of a table of deflection against time. Both samples have the same start and end time.

The problem i am encountering is with uneven samples sizes. for my theoretical result i have 300 results with a step size of 0.133ms and for my actual i have 400 results with a step size of 0.1ms. is there a simple way to get a coefficient bewteen these 2 sets without altering the sample size to a common value for both ?

Improve this question
$\endgroup$
1
  • $\begingroup$ You mean you have X(t) for t=t0,to+0.133,t0+0.266,...,t0+299*0.133 and Y(t) for t=t0,t0+0.1,t0+0.2,...,t0+39.9 , and want to calculate the correlation between the two time series? $\endgroup$
    – user31264
    Commented Oct 20, 2014 at 18:51

1 Answer 1

Reset to default
1
$\begingroup$

The answer to this question could range from a rather simple imputation of 'extra' values inserted at random to the smaller dataset to much more complex eg http://pascal.iseg.utl.pt/~jcaiado/Papers/Paper_LSSP0213_Revised.pdf Btw, I'd reclassify this question as 'unequal step size in time series' rather than unequal sample size. Also, this cross-correlation function discussion might be helpful Correlation between two time series

Improve this answer
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.