CODEWITHSUNDEEP
matlabtime-seriesinterpolation
Oliver Amundsen
Oliver Amundsen

Reputation: 1511

How to resample time vector data matlab

I have to resample the following cell array:

dateS = 

'2004-09-02 06:00:00'
'2004-09-02 07:30:00'
'2004-09-02 12:00:00'
'2004-09-02 18:00:00'
'2004-09-02 19:30:00'
'2004-09-03 00:00:00'
'2004-09-03 05:30:00'
'2004-09-03 06:00:00'

following an irregular spacing, e.g. between 1st and 2nd rows there are 5 readings, while between 2 and 3rd there are 10. The number of intermediates 'readings' are stored in a vector 'v'. So, what I need is a new vector with all the intermediate dates/times in the same format at dateS.

EDIT:

There's 1h30min = 90min between the first 2 readings in the list. Five intervals b/w them amounts to 90 mins / 5 = 18 mins. Now insert five 'readings' between (1) and (2), each separated by 18mins. I need to do that for all the dateS.

Any ideas? Thanks!

Upvotes: 1

Views: 2784

Answers (2)

Oleg
Oleg

Reputation: 10676

You can interpolate the serial dates with interp1():

% Inputs
dates = [
'2004-09-02 06:00:00'
'2004-09-02 07:30:00'
'2004-09-02 12:00:00'
'2004-09-02 18:00:00'
'2004-09-02 19:30:00'
'2004-09-03 00:00:00'
'2004-09-03 05:30:00'
'2004-09-03 06:00:00'];

v = [5 4 3 2 4 5 3];

% Serial dates
serdates  = datenum(dates,'yyyy-mm-dd HH:MM:SS');
% Interpolate
x         = cumsum([1 v]);
resampled = interp1(x, serdates, x(1):x(end))';

The result:

datestr(resampled)
ans =
02-Sep-2004 06:00:00
02-Sep-2004 06:18:00
02-Sep-2004 06:36:00
02-Sep-2004 06:54:00
02-Sep-2004 07:12:00
02-Sep-2004 07:30:00
02-Sep-2004 08:37:30
02-Sep-2004 09:45:00
02-Sep-2004 10:52:30
02-Sep-2004 12:00:00
02-Sep-2004 14:00:00
02-Sep-2004 16:00:00
02-Sep-2004 18:00:00
02-Sep-2004 18:45:00
02-Sep-2004 19:30:00
02-Sep-2004 20:37:30
02-Sep-2004 21:45:00
02-Sep-2004 22:52:30
03-Sep-2004 00:00:00
03-Sep-2004 01:06:00
03-Sep-2004 02:12:00
03-Sep-2004 03:18:00
03-Sep-2004 04:24:00
03-Sep-2004 05:30:00
03-Sep-2004 05:40:00
03-Sep-2004 05:50:00
03-Sep-2004 06:00:00

Upvotes: 3

Floris
Floris

Reputation: 46395

The following code does what you want (I picked arbitrary values for v - as long as the number of elements in vector v is one less than the number of entries in dateS this should work):

dateS = [
'2004-09-02 06:00:00'
'2004-09-02 07:30:00'
'2004-09-02 12:00:00'
'2004-09-02 18:00:00'
'2004-09-02 19:30:00'
'2004-09-03 00:00:00'
'2004-09-03 05:30:00'
'2004-09-03 06:00:00'];

% "stations":
v = [6 5 4 3 5 6 4];

dn = datenum(dateS);

df = diff(dn)'./v;

newDates = [];
for ii = 1:numel(v)
    newDates = [newDates dn(ii) + (0:v(ii))*df(ii)];
end

newStrings = datestr(newDates, 'yyyy-mm-dd HH:MM:SS');

The array newStrings ends up containing the following: for example, you can see that the interval between the first and second time has been split into 6 15 minute segments

2004-09-02 06:00:00
2004-09-02 06:15:00
2004-09-02 06:30:00
2004-09-02 06:45:00
2004-09-02 07:00:00
2004-09-02 07:15:00
2004-09-02 07:30:00
2004-09-02 08:24:00
2004-09-02 09:18:00
2004-09-02 10:12:00
2004-09-02 11:06:00
2004-09-02 12:00:00
2004-09-02 13:30:00
2004-09-02 15:00:00
2004-09-02 16:30:00
2004-09-02 18:00:00
2004-09-02 18:30:00
2004-09-02 19:00:00
2004-09-02 19:30:00
2004-09-02 20:24:00
2004-09-02 21:18:00
2004-09-02 22:12:00
2004-09-02 23:06:00
2004-09-03 00:00:00
2004-09-03 00:55:00
2004-09-03 01:50:00
2004-09-03 02:45:00
2004-09-03 03:40:00
2004-09-03 04:35:00
2004-09-03 05:30:00
2004-09-03 05:37:30
2004-09-03 05:45:00
2004-09-03 05:52:30

The code relies on a few concepts:

  1. A date can be represented as a string or a datenum. I use built in functions to go between them
  2. Once you have the date/time as a number, it is easy to interpolate
  3. I use the diff function to find the difference between successive times
  4. I don't attempt to "vectorize" the code - you were not asking for efficient code, and for an example like this the clarity of a for loop trumps everything.

Upvotes: 2

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