How to generate random time series with specified max-min time intervals?

Hello,

I'd like to generate a time vector with random ascending values in which the interval between two adjacent values would be given by me, i.e. something like:

0 - min number in vector;

60 - max number in vector

0.5 - min interval between adjacent values

2 - max interval between adjacent values

Which would give something like : [0 0.7 1.8 2.4 ...... 59.1 60]

Answer 1

[Jos (10584)]

Some improvements over Andrei's code

minV = 0
maxV = 60
minDiff = 0.5
maxDiff = 2.0 ;

N = ceil((maxV-minV) / minDiff) ; % ensures there are enough numbers in d

d = minDiff + (maxDiff-minDiff)*rand(N,1);
d2 = [0;cumsum(d)]; 
out = [ d2(d2 < (maxV - minDiff)) ; maxV ];

[Andrei Bobrov]

+1

[Jos (10584)]

I have no time to disproof it right now, but I have the feeling that it might happen that out(end)-out(end-1) is larger than maxDiff.

I suggest you check against that condition and run the engine again when necessary ..

Answer 2

[Andrei Bobrov]

One way

d = .5 + 1.5*rand(70,1);
d2 = [0;cumsum(d)];
out = [d2(d2 < 60 - .5);60];

[Jos (10584)]

Note that this might give an erroneous result as the vector d2(d2<60) could have a last value that differs less than 0.5 from 60 ...

[Jos (10584)]

A quick fix would be out = [d2(d2 < (60-0.5) ; 60] ; but this would abort true randomness, which might or might not be an important issue here ...

[Andrei Bobrov]

Hi Jos! Thanks for your comments. Corrected.