How to resample a timeseries in matlab?
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Is there anyway to resample/bootstrap a simple timeseries vector a, lets say 1000 times?
For example I do:
y = exprnd(5,100,1);
m = bootstrp(100,@(x)[mean(x) var(x) skewness(x) kurtosis(x)],y);
I do get 4 timeseries, however, only the mean actually comes over with the original 'Y'.
Is there any way of doing a bootstrap/resampling from the 'y' series while maintaining the moments? I would just like to get like a 10000 timeseries based on 'y'.
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