How can I represent a stochastic process in 2D?

Frank Einstein · Jul 11, 2018

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.

.Scott · Jul 11, 2018

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.

Frank Einstein · Jul 11, 2018

.Scott said:

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.

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.