Irregular Time Series to Regular using Interpolation
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Hi,
I'm pretty new to Matlab so forgive me if I'm asking an easy question!
I currently have two sets of data in csv format - both of which are not regularly spaced at all. What I need is to interpolate the data so I can have a value from both sets for specific times and at equal intervals of 15 minutes.
Table1.csv sample:
20/12/2014 08:55, 0.63
20/12/2014 14:37, 0.61
20/12/2014 16:51, 0.61
20/12/2014 17:15, 0.61
20/12/2014 17:45, 0.6
20/12/2014 18:00, 0.6
20/12/2014 18:15, 0.6
20/12/2014 18:30, 0.6
Table2.csv sample (a bit more regularly spaced, but there are some irregular gaps) -
20/12/2014 03:00, 0.1
20/12/2014 06:00, 0
20/12/2014 09:00, 0.2
20/12/2014 12:54, 0.7
20/12/2014 15:00, 0.5
20/12/2014 18:00, 0.3
20/12/2014 21:19, 0
Now what I'd love to get out is something that looks like this:
Datetime, Table1 Value, Table2 Value
20/12/2014 18:00, 0.5 , 0.1
20/12/2014 18:15, 0.3 , 0.2
20/12/2014 18:30, 0.2 , 0.6
20/12/2014 18:45, 0.1 , 0.2
20/12/2014 19:00, 0.2 , 0.0
Can anybody help? Thanks :)
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採用された回答
Star Strider
2015 年 1 月 28 日
This will get you part way there:
Table1 = {'20/12/2014 08:55', 0.63
'20/12/2014 14:37', 0.61
'20/12/2014 16:51', 0.61
'20/12/2014 17:15', 0.61
'20/12/2014 17:45', 0.6
'20/12/2014 18:00', 0.6
'20/12/2014 18:15', 0.6
'20/12/2014 18:30', 0.6};
DTn = datenum(Table1(:,1), 'dd/mm/yyyy HH:MM');
ti = 1/(60/15 * 24); % Time Interval
DTiv = [DTn(1):ti:DTn(end)]'; % Interpolation Vector
Table12 = cell2mat(Table1(:,2)); % Vector: Column #2 Of Table1
DT15 = interp1(DTn, Table12, DTiv); % Interpolated Column #2
NewTable1 = {datestr(DTiv, 'dd/mm/yyyy HH:MM') DT15};
Result = [NewTable1{1} repmat(' ', size(NewTable1{2})) num2str(NewTable1{2}, '%.2f')];
Result5 = Result(1:5,:) % Display First 5 Rows
produces:
Result5 =
20/12/2014 08:55 0.63
20/12/2014 09:10 0.63
20/12/2014 09:25 0.63
20/12/2014 09:40 0.63
20/12/2014 09:55 0.63
I don’t understand how you get the ‘Table2’ values in your desired output. The values in column #2 for ‘Table2’ go from 0.3 at 18:00 to 0 at 21:19, so they would monotonically decrease (linearly by default) over the interval you list.
I will leave you to resolve that, and the way you want to merge the two tables. There is obviously something I do not understand in what you want to do. Meanwhile, my code snippet will perform the interpolation. You may have to experiment with it to get the result you want.
5 件のコメント
Star Strider
2015 年 1 月 28 日
My pleasure!
Yes. If the times are the same, you should have no problem in matching them up. All you would need to do is to is to add the ‘column #2’ data in the interpolated second file to the matching times in the first file. You would do that essentially as I created ‘NewTable1’. (Also, although the interpolation routines can extrapolate, I would not suggest you do so. Use the data and time ranges you have that the two files have in common.)
Trung Hieu Le
2016 年 6 月 17 日
Hello Sirs,
How can I save or export this result (.char) to cell or .txt?
Thanks
その他の回答 (2 件)
John D'Errico
2015 年 1 月 28 日
Convert the date/time info to a serial numeric value using datenum.
datenum('20/12/2014 08:55')
ans =
9654.37152777778
Then use interp1 to interpolate, at values that are 15 minutes apart.
That interpolation increment is one quarter of an hour, so based on a day as 1, we get an increment of...
1/24/4
ans =
0.0104166666666667
0 件のコメント
Chris Barnhart
2015 年 1 月 28 日
You can convert your dates and times into serial date with:
dsn = datenum('20/12/2014 18:45','dd/mm/yyyy HH:MM');
Then you can verify it worked with:
datestr(dsn)
The serial date format is in unit of days since sometime long ago. Thus in serial date, 1 hour is 1/24
Once the times are in serial format, they be come the x values for the interpolation function interp1 I'll call these time_in
The y values are from your table(s). Not sure if y can be a Nx2 or it must be 1D (Nx1) I'll call these y1_in, y2_in
Finally you need the output times in serial date format. Pick a start and stop time. This could be manually:
dstart = datenum('20/12/2014 14:00','dd/mm/yyyy HH:MM')
dend = datenum('20/12/2014 23:00','dd/mm/yyyy HH:MM')
Or by finding min and max of the time_in values. However, you'll need to 'round' the min and max :
dmin = datenum('20/12/2014 14:05','dd/mm/yyyy HH:MM')
dmax = datenum('20/12/2014 22:25','dd/mm/yyyy HH:MM')
dstart = floor(dmin*24) / 24;
dend = ceil(dmax*24) / 24;
% check your calculations
datestr(dstart)
datestr(dend)
Finally create the output time series on 15 min intervals:
time_out = dstart : 0.25/24 : dend ;
datestr(time_out)
Put assemble the output values with: y1_out = interp1(time_in, y1_in, time_out)
Use doc interp1 to see what some of the interpolation options are.
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