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Math Help - Standard deviation for resampled time points

  1. #1
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    Standard deviation for resampled time points

    Hi,
    Not sure if this is the right area for this post, but I wonder if anyone knows if it is justified to calculate standard deviations for "resampled" data.

    I have a number of different time series plots of a certain variable from different runs (I.e. a number of y data points at certain time values). They were sampled at different times or had missing sample points, so I interpolated the data to new time points (all to the same new time points, using matlab). Can I workout the standard deviation for these new points, or can I not as they aren't "real samples". If not is there another way I can show the variance in the data?

    Thanks
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  2. #2
    MHF Contributor
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    Re: Standard deviation for resampled time points

    Hey Remothey.

    You can do this, but I'm wondering if you have considered binning the samples into discrete bins and then calculating the standard deviation of each bin? The interpolation idea is a good one (especially if the behavior is highly non-linear).

    Basically the question you need to answer is what exactly you want to use the measure for in terms of the analysis and also in terms of the inference (and the associated question you are trying to answer).

    If the value is good enough to answer the question then so be it, but if the value doesn't have a good enough representation for answering the question, then you will need another measure, or more data.
    Thanks from Remothey
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