Finding the percentile of a time series
Dear all,
I hope this finds you well.
I had a question concerning quantiles/percentiles. I want to know the 90th percentile of my time series, because I want to use that value as a threshold later on.
Is it enough to use the quantile() or the prctile() commands on my data set, or do I have to go with a different approach that involves sorting my data, finding the standard deviation, etc. or Find the distribution of my data then look at the tails?
Also my time series has NaNs in them. Not sure if that affects the commands.
This is a dropbox link to my data:
https://www.dropbox.com/s/k838d1ww0wj5s38/Help-Data.mat?dl=0
Thank You!!Dear all,
I hope this finds you well.
I had a question concerning quantiles/percentiles. I want to know the 90th percentile of my time series, because I want to use that value as a threshold later on.
Is it enough to use the quantile() or the prctile() commands on my data set, or do I have to go with a different approach that involves sorting my data, finding the standard deviation, etc. or Find the distribution of my data then look at the tails?
Also my time series has NaNs in them. Not sure if that affects the commands.
This is a dropbox link to my data:
https://www.dropbox.com/s/k838d1ww0wj5s38/Help-Data.mat?dl=0
Thank You!! Dear all,
I hope this finds you well.
I had a question concerning quantiles/percentiles. I want to know the 90th percentile of my time series, because I want to use that value as a threshold later on.
Is it enough to use the quantile() or the prctile() commands on my data set, or do I have to go with a different approach that involves sorting my data, finding the standard deviation, etc. or Find the distribution of my data then look at the tails?
Also my time series has NaNs in them. Not sure if that affects the commands.
This is a dropbox link to my data:
https://www.dropbox.com/s/k838d1ww0wj5s38/Help-Data.mat?dl=0
Thank You!! percentile, time series, noob, quantile MATLAB Answers — New Questions