mardi 26 juin 2018

Fit a repeated pattern in Matlab

I have the following time series that i want to model. enter image description here

The graph shows several 'events' that have a repeated pattern (i consider event the data points between the straight lines). I can fit each part (the parts between the straight lines) separately with a 3rd or 4th level polynomial but what i want is to create a continuous model to fit several plots like this one automatically.All events should have the same shape (the reason why they do not look exactly the same is because of some noise added). Does anyone know how to create a model for this whole plot if i know the shape of one of those events? I am using Matlab for the analysis but Python would work too.

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