Computes the standard deviation, variance, and coefficients of variation values of a univariate or multivariate (vector) time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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Inputs/Outputs

  • c1ddbl.png Xt —

    Xt specifies the univariate time series.

  • cu16.png weighting —

    weighting specifies which type of standard deviation and variance values to calculate. Options include Sample and Population. The default is Sample (N-1).

  • cerrcodeclst.png error in (no error) —

    error in describes error conditions that occur before this node runs. This input provides standard error in functionality.

  • idbl.png standard deviation —

    standard deviation returns the standard deviation value of the input time series.

  • idbl.png variance —

    variance returns the variance value of the input time series.

  • idbl.png coefficients of variation (%) —

    coefficients of variation returns the coefficients of variation value of the input time series.

  • ierrcodeclst.png error out —

    error out contains error information. This output provides standard error out functionality.

    • TSA Deviation and Variance Details

    This VI calculates the standard deviation and variance values according to the following equations:

    where m is the arithmetic mean, s² is variance, s is standard deviation, n is the number of time series Xt. w = n when weighting is set to Population and w = (n-1) when weighting is set to Sample.

    This VI calculates the coefficients of variation according to the following equation:

    Examples

    Refer to the following VIs for examples of using the TSA Deviation and Variance VI:

    • Engine Knocking Monitor VI: labview\examples\Time Series Analysis\TSAApplications
    • Power Line Monitor VI: labview\examples\Time Series Analysis\TSAApplications
    • ARMA Prediction VI: labview\examples\Time Series Analysis\TSAGettingStarted
    • Series Statistical Analysis VI: labview\examples\Time Series Analysis\TSAGettingStarted