Problem 652. Put two time series onto the same time basis

Created by Ned Gulley

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Use interpolation to align two time series onto the same time vector.This is a problem that comes up in <a href="http://www.mathworks.com/matlabcentral/trendy/plots">Trendy</a> whenever you want to do mathematical operations on two trends (see for example the <a href="http://www.mathworks.com/matlabcentral/trendy/plots/763">Ramen-to-Sushi Index</a>).Given two time series defined by the vector pairs (t1,d1) and (t2,d2), come up with a single new time vector tn such that (tn,d1n) and (tn,d2n) form consistent vector pairs.Specifically, the new time vector should extend only to portions covered by both series (i.e. no extrapolation). Within this common interval, tn should contain all the time points from both time vectors. With this new time basis, use linear interpolation to generate two new data series.Example 1:<pre> t1 = [1 3 5]
 d1 = [2 4 2]
 t2 = [2 4]
 d2 = [1 5]</pre><pre> tn = [2 3 4]
 d1n = [3 4 3]
 d2n = [1 3 5]</pre>Example 2:<pre> t1 = [1 2 3 4 5]
 d1 = [2 3 5 6 3]
 t2 = [2 3.5 4 4.5 5 6]
 d2 = [3 9 8 2 0 1]</pre><pre> tn = [2 3 3.5 4 4.5 5]
 d1n = [3 5 5.5 6 4.5 3]
 d2n = [3 7 9 8 2 0]</pre>

Use interpolation to align two time series onto the same time vector.

This is a problem that comes up in <http://www.mathworks.com/matlabcentral/trendy/plots Trendy> whenever you want to do mathematical operations on two trends (see for example the <http://www.mathworks.com/matlabcentral/trendy/plots/763 Ramen-to-Sushi Index>).

Given two time series defined by the vector pairs (t1,d1) and (t2,d2), come up with a single new time vector tn such that (tn,d1n) and (tn,d2n) form consistent vector pairs.

Specifically, the new time vector should extend only to portions covered by both series (i.e. no extrapolation). Within this common interval, tn should contain all the time points from both time vectors. With this new time basis, use linear interpolation to generate two new data series.

Example 1:

t1 = [1 3 5]
 d1 = [2 4 2]
 t2 = [2 4]
 d2 = [1 5]

tn =  [2 3 4]
 d1n = [3 4 3]
 d2n = [1 3 5]

Example 2:

t1 = [1 2 3 4 5]
 d1 = [2 3 5 6 3]
 t2 = [2 3.5 4 4.5 5 6]
 d2 = [3 9   8 2   0 1]
 
 tn  = [2 3 3.5 4 4.5 5]
 d1n = [3 5 5.5 6 4.5 3]
 d2n = [3 7 9   8 2   0]

Solve

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666 Solutions
233 Solvers

Last Solution submitted on May 12, 2022

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3 Comments

3 Comments

@bmtran (Bryant Tran) on 3 May 2012

neat! i'd never used time series before

Jeffrey Daniels on 20 Nov 2013

I use timeseries all the time but don't usually use objects. Obviously using object oriented commands is much faster than more manual methods.

Aamod Garg on 26 Jul 2018

https://www.mathworks.com/matlabcentral/cody/problems/44699-prime-product

I created this problem. I think it should be in Indexing I.

Solution Comments

Solution 1578010

3 Comments

3 Comments

Md.Ismail Hosen on 8 Jul 2018

Undefined function 'fit' for input arguments of type 'double'. ??? What does it mean and how can i overcome it?

Ned Gulley on 9 Jul 2018

'fit' is not a function in basic MATLAB. You might try 'polyfit'.

Md.Ismail Hosen on 10 Jul 2018

I need to do piecewise interpolation.For this,as per my knowledge fit function is best. polyfit function doesn't perform piecewise interpolation. Anyway Thanks.

Solution 355927

1 Comment

1 Comment

Jeffrey Daniels on 20 Nov 2013

Argh!!! Those last two nodes are the hardest! Where are hey?

Solution 191478

1 Comment

1 Comment

Jeffrey Daniels on 20 Nov 2013

Oh Alfonso! What is your secret?!!

Solution 85538

1 Comment

1 Comment

Mark Syddall on 4 May 2012

This is flawed - but matches a previous '47'.

What happens if there is more than a single mismatched leading/trailing value? Say, using: t2 = [3 5 7 11 13 17]; in the third test?

Solution 85475

2 Comments

2 Comments

Mark Syddall on 4 May 2012

What happens if there is more than a single mismatched leading/trailing value?
Say, using:
t2 = [3 5 7 11 13 17];
in the third test?

Freddy on 4 May 2012

mea culpa, mea máxima culpa.

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interpolation time series

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Problem 652. Put two time series onto the same time basis

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Problem 652. Put two time series onto the same time basis

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