How I can determine the phase and magnitude between two non periodic time series?

Hi,

I need to obtain the obtain the phase and the magnitude between two nonperiodic time series and plot it in time. I have only the time series in time domain. Do you have any idea how I can do it?

Thank you in advance

Answer 1

[Wayne King]

I'm not sure what you mean by "plot the phase and magnitude in time"

You can use cpsd to estimate the magnitude and phase relationship between two nonperiodic time series, but you cannot get a time dependent plot out of that function.

You would to take cpsd() and feed it blocks of data to obtain a time-varying cross spectrum.

Answer 2

[Traian Preda]

Hi,

First thank you for your answer. That's I want to ask how I can plot time dependent phase and magnitude.

Can you give me an example for the spectrogram command (maybe you can related to the previous example).

Or there is another way to make this convolution

Thank you

[Wayne King]

I'm not sure I understood you initially, you want to measure these things for two different series as in measuring the cross spectrum?

Answer 3

[Traian Preda]

Hi again,

Yes I want to observe the phase shift and the magnitude of two nonperiodic signals in time.