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I How can I represent a stochastic process in 2D?

  1. Jul 11, 2018 #1
    Hello everyone.

    I have recently started working with a model whose output are two stochastic process which evolve trough time. Now, I have two 9*500 matrices, being 9 the number of times for which the model offers a value and 500 the number of realizations.

    I was wondering if someone could suggest me what is the best way to represent this, since I want to illustrate graphically the correlation or lack of between both matrices, let's call them X and Y.

    If someone could point me in the right direction I would be extremely thankful.
     
  2. jcsd
  3. Jul 11, 2018 #2

    .Scott

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    Homework Helper

    Just to be sure I understand:
    You ran an experiment 500 times.
    Each time you got 9X values and 9Y values.
    You want to show the relationship, if any, between the X and Y output.

    So the first thing I would think of in presenting this data would be to calculate the 500 correlations between the X sets and the Y sets.
    Then I would present a histogram of the result - showing the distribution of the correlations.

    But really, I would need to know more about what you wanted to demonstrate.
     
  4. Jul 11, 2018 #3
    You have understood right. That's exactly what I have.

    My question is if someone has ever plotted something like that.
    What I have done is showing each pair of points at each realization, a 3D histogram and a contour, but I don't feel satisfied with the results.

    [​IMG]
    https://ibb.co/jg7Cgo

    [​IMG]
    https://ibb.co/cmrzST

    [​IMG]
    https://ibb.co/cqQb7T

    So if someone has done something like this before, any hindsight would be very appreciated.
     
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