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general/misc/
ssl_correlation_shift.pro
NAME: ssl_correlation_shift PURPOSE: Calculates the shift required to correlate two tme series of data. Does this by binning the timeseries data, then calculating the time shift required to maximally correlate each bin. When too few points overlap bins are rejected. CATEGORY: THEMIS-SOC CALLING SEQUENCE: lag_time_series = thm_correlation_shift(var1_time_series,var2_time_series) INPUTS: var1_time_series: a 2xn matrix(column major) of n time/value pairs for var1 var2_time_series: a 2xn matrix(column major) of n time/value pairs for var2 n_pts: optional, the minimum number of points of overlap necessary to try correlating a bin lag_steps: optional, checks plus or minus lag_steps * time steps to correlate the vectors time_step: optional, the size of the time step to use when interpolating and correlating the vectors bin_size: optional, the size of each bin in seconds OUTPUTS: an 3xn matrix(column major) of time/shift/correlation triplets or -1L on failure, the output n is the number of bins constructed KEYWORDS: COMMENTS: This function will probably die horribly if time values are not monotonic. PROCEDURE: EXAMPLE: MODIFICATION HISTORY: Written by: Jim Lewis 2007-04-19 Initial version Updated by: Patrick Cruce(pcruce@gmail.com) 2007-05-22 V2.0 $LastChangedBy: lphilpott $ $LastChangedDate: 2012-06-25 15:20:30 -0700 (Mon, 25 Jun 2012) $ $LastChangedRevision: 10638 $ $URL: svn+ssh://thmsvn@ambrosia.ssl.berkeley.edu/repos/spdsoft/trunk/general/misc/ssl_correlation_shift.pro $
Routines
Routines from ssl_correlation_shift.pro
result = tcs_interval_intersect(i1, i2)result = tcs_get_time_interval(interval)result = tcs_permute_time_series(time_series, permutation)result = tcs_clip(time_series, interval)result = tcs_get_bin(i, time_series, interval, bin_size)result = tcs_get_n_bins(interval, bin_size)result = tcs_get_triplet(correlation_vector, bin_interval, lag_vector, time_step)result = tcs_get_lag_vector(num_steps)result = tcs_get_time_vector(interval, step_size)result = ssl_correlation_shift(var1_time_series, var2_time_series, n_pts=n_pts, lag_steps=lag_steps, time_step=time_step, bin_size=bin_size)
Routine details
top source tcs_permute_time_series
result = tcs_permute_time_series(time_series, permutation)
Parameters
- time_series
- permutation
top source tcs_get_bin
result = tcs_get_bin(i, time_series, interval, bin_size)
Parameters
- i
- time_series
- interval
- bin_size
top source tcs_get_triplet
result = tcs_get_triplet(correlation_vector, bin_interval, lag_vector, time_step)
Parameters
- correlation_vector
- bin_interval
- lag_vector
- time_step
top source tcs_get_time_vector
result = tcs_get_time_vector(interval, step_size)
Parameters
- interval
- step_size
top source ssl_correlation_shift
result = ssl_correlation_shift(var1_time_series, var2_time_series, n_pts=n_pts, lag_steps=lag_steps, time_step=time_step, bin_size=bin_size)
Parameters
- var1_time_series
- var2_time_series
Keywords
- n_pts
- lag_steps
- time_step
- bin_size
File attributes
| Modification date: | Thu Feb 13 16:43:47 2014 |
| Lines: | 80 |