MATLAB Functions for Data

MATLAB handles time-series data particularly well.

MATLAB is a computer program used primarily by engineers and scientists to perform various analyses and processes on numerical data. MATLAB is actually a computer language in itself, and after learning this language you can perform a host of different operations on data, including mathematical, statistical and graphical processes.

Basic Operations

MATLAB supports all the basic numerical operations you would expect as well as the basic descriptive statistical procedures. These include functions such as sums, cumulative sums, sorting, measures of central tendency, correlations, ranges, standard deviation and variance. Because of its focus on matrices, MATLAB can perform these functions on matrices and arrays. Other basic operations available include methods of importing and exporting data from and to different formats.

Preprocessing and Data Fitting

MATLAB offers several methods of filtering and convolution. These include convolution/polynomial multiplication and its opposite, deconvolution/polynomial division, N-dimensional convolution, both 1-D and 2-D digital filters and the ability to remove linear trends. Interpolation and regression functions include N-D data interpolation (including 1-D), polynomial curve fitting and polynomial evaluation. MATLAB can also perform matrix division to both the left and the right, with left division using the backslash “\” instead of the usual slash “/”.

Frequency, Data Rates, and Accumulations

A suite of Fourier transformations can be performed on data using MATLAB. These are the absolute value/complex magnitude, phase angle, N-D fast Fourier transform and inverse N-D fast Fourier transform, inverse fast Fourier shift, correction of phase angles and sorting procedures including sorting complex number into conjugate pairs. Procedures for working with derivatives and integrals include polynomials and differences/approximate derivatives, cumulative trapezoidal numerical integration, discrete Laplacian and the integration of polynomials analytically.

Time Series

A huge range of time series objects and collections come built-in to MATLAB. These include utilities to plot and manipulate time series objects, from basics like adding and removing samples to more complex procedures like interpolation. Event data can also be manipulated, and the range of descriptive statistics available can also be applied to time-series data. Similar tools are available for time series collections, such as adding, removing and editing time-series objects and interpolation.

References

• MathWorks: Data Analysis