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I have timeseries that don’t have the same start time and I would like to find the common part of them.
EX:
a=[ 0,1,2,3,4,5,6,7]
b=[ 2,3,4,5,6,7,8,9]
c=[-1,0,1,2,3,4,5,6]
result=[2,3,4,5,6]
Is there a matlab function to do that ?
I found an algorithm, but it is taking for ever and it is saturating my memory to analyse 6 timeseries of 100000 points. Is the algorithm not written properly or is it the way Longest common substring problem is?
The problem is called the Longest common substring problem.
http://en.wikipedia.org/wiki/Longest_common_substring_problem
It is not really hard to implement, and you you can probably also find Matlab code online. It is important to observe that if you know how to solve for 2 time series, you know how to solve for N, because: c(x,y,z) = c(x,c(y,z))