hi, I have a time series data,I want to find first standard deviation array and second standard deviation array,using a standard deviation window,but I am getting errors.

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Accepted Answer

Jyothis Gireesh
Jyothis Gireesh on 23 Aug 2019
I am assuming that you want to calculate the moving standard deviation of a time series data.
Here are a few suggestions about this problem which may be able to help you.
  • The std() function in MATLAB calculates the standard deviation by taking the window length to be length of the time series data.
  • If you are interested in calculating the moving standard deviation you may use the movstd()” which allows the window length to be specified as an extra argument. Note that you may also have to specify the SamplePoints’ property as well when you are using a time series object as input to movstd()”
You may also look at the following MATLAB Answers link which provides a possible workaround on how to calculate moving standard deviation for a time series.

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