median

Class: timeseries

Median value of timeseries data

Syntax

ts_med = median(ts)
ts_med = method(ts,Name,Value)

Description

ts_med = median(ts) returns the median value of ts.Data.

ts_med = method(ts,Name,Value) returns the median value of ts.Data with additional options specified by one or more Name,Value pair arguments.

Input Arguments

ts

The timeseries object for which you want the median data value.

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

'MissingData'

A string specifying one of two possible values, remove or interpolate, indicating how to treat missing data during the calculation.

Default: remove

'Quality'

A vector of integers, indicating which quality codes represent missing samples (for vector data) or missing observations (for data arrays with two or more dimensions).

'Weighting'

A string specifying one of two possible values, none or time.
When you specify time, larger time values correspond to larger weights.

Output Arguments

ts_med

The median value of ts.Data, as follows:

  • When ts.Data is a vector, ts_med is the mean value of ts.Data values.

  • When ts.Data is a matrix, and IsTimeFirst is true, and the first dimension of ts is aligned with time, then ts_med is a row vector containing the median value of each column of ts.Data.

When ts.Data is an N-dimensional array, median always operates along the first nonsingleton dimension of ts.Data.

Examples

The following example finds the median values in multivariate time-series data. MATLAB® finds the median independently for each data column in the timeseries object:

% Load a 24-by-3 data array:

load count.dat

% Create a timeseries object with 24 time values:

count_ts = timeseries(count,[1:24],'Name','CountPerSecond');

% Find the median of each data column for this timeseries object:

median(count_ts)

MATLAB returns:

23.5000   36.0000   39.0000

Algorithms

MATLAB determines weighting by:

  1. Attaching a weighting to each time value, depending on its order, as follows:

    • First time point — The duration of the first time interval (t(2) - t(1)).

    • Time point that is neither the first nor last time point — The duration between the midpoint of the previous time interval to the midpoint of the subsequent time interval ((t(k + 1) - t(k))/2 + (t(k) - t(k - 1))/2).

    • Last time point — The duration of the last time interval (t(end) - t(end - 1)).

  2. Normalizing the weighting for each time by dividing each weighting by the mean of all weightings.

      Note:   If the timeseries object is uniformly sampled, then the normalized weighting for each time is 1.0. Therefore, time weighting has no effect.

  3. Multiplying the data for each time by its normalized weighting.

See Also

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Introduced before R2006a

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