Fill missing data in timeseries object

Hi everyone,

I am working with timeseries (minute-based, so each day should have 1440 data points and corresponding time values - I use the datenum format).

Unfortunately, some days lack some data points and I would like to identify these spots by analyzing the time vector and then have Matlab fill in the missing time and a "0" as the data point. To keep processing time low, I would prefer to continue working with the datenum format and use the "addsample"-function.

Maybe someone has an idea on how to tackle this problem?

Many thanks in advance!

[jgg]

It would help if you explained your data a little more; how is it set up?

For example, if you actual time is like at = [1,2,4,5] for a 5 minute interval, you could do something like this:

 observed_times = [1,2,4,5];
 observed_data = [14.1,12.2,3.4,1.1];

 t = [1:5];
 [~,ind] = ismember(t,observed_times);
 impute_data = [NaN,observed_data];
 ind = ind + 1;
 corr_data = impute_data(ind);

Your new time series would be t,|corr_data|. I used NaN here instead of a zero because you might actually have zeroes here, but you can easily change this.