Fanchart - Visualize percentiles of time series data
Visualize forecast confidence or Monte-Carlo time series simulations
A fan chart is a plot of time-varying distribution percentiles shown as shaded bands around a central (median/mean) line. It is useful for plotting paths of a Monte-Carlo simulation of time series or prediction confidence bands around a central mean forecast. The bands are drawn as shaded area charts using various colormaps.
This function works well with clickableLegend allowing you to show or hide certain bands.
Please take a look at the fanChart_examples published file in the submission.
Inputs:
xvals - the X-axis values for the data to be visualized. If empty, xvals = 1:size(paths,1)
paths - a nSteps-by-nTrials matrix of simulated paths.
centerType - string 'mean' or 'median' (default: 'median')
prctiles - an array of percentiles to calculate (default: 5:5:95)
Optional parameter-value inputs:
parent - the axes object to draw the chart in (default: gca)
alpha - the transparency coefficient for the bands (default: 1 (no
transparency))
colormap - a string, cell array or function handle to a colormap function (default: boeRedMap).
the cell array syntax should contain a string name of the colormap function as the first
element and optional arguments to that function as additional elements
Available colormap functions in fanChart are boeRedMap,
shadesOfRed and shadesOfColor
Comments and Ratings (3)
Updates
| 1.1.0.1 | Updated license |
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| 1.1 | Added screenshot |
MATLAB Release
Tags
Acknowledgements
Inspired by: clickableLegend - Interactive highlighting of data in figures
FJ G (view profile)
Hamed Haghi (view profile)
Guzman (view profile)
Perfect. It works as advertised!