Matching two time series by one of their time vector

Question

Jakub Bialek 2011-7-27

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/12533-matching-two-time-series-by-one-of-their-time-vector

编辑： Martina Raffellini 2018-7-17

Hello,

I'm trying to match several data sets to have them matching the same time vector. I assume that time vector of ts1 is the proper one and now I want to match the other ts2 in such a manner that the new ts3 shares the ts1 time vector. I want to have second data set with "holes" in data when the time vectors do not match. I don't want to interpolate the second data set - only match it to the vector.

Another way is to match both data sets to the new, ideal time vector .

Tried the "synchronize" function but it interpolates the data and I don't want that to happen.

It can be also NaNs instead of empty "holes" in the matched data.

thanks for help!

By a hole I refer to missing data in one of the time series for a given ideal time vector. I need to create new data set consisting of both data sets with new ideal, uniform time vector. The missing data will be seen as a hole in the new data set.

Example:

ts1               ts2
Time  Data        Time    Data
   0.2         1       0.4   
   0.4         2       1.6
   0.3         5       2.0 
   1.4         6       0.1
   0.1         7       2.4
   0.9         8       3.1

New time serie should look like this:

Time    Data1    Data2
     0.2      0.4
     0.4      1.6
     0.3
     1.4
     0.1      2.0
     0.9      0.1 
              2.4
              3.1

To complicate more, the time is not an integer but fraction of a day in a year sequence .

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Jan 2011-7-27

Please post some example data. It is not clear what a "hole" is.

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Answer 1

Oleg Komarov 2011-7-28

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https://ww2.mathworks.cn/matlabcentral/answers/12533-matching-two-time-series-by-one-of-their-time-vector#answer_17200

If you have:

t1 = [1 0.2   
0.4   
0.3   
1.4   
0.1   
0.9];
t2 = [1 0.4
1.6
2.0
0.1
2.4
3.1];

% Recombine the inputs:

In = [[  ones(length(t1),1) t1]
      [2*ones(length(t2),1) t2]];

% Pivot them (on FEX: http://www.mathworks.com/matlabcentral/fileexchange/26119-pivotunpivot)

Pivot(In)

%{ The result:

ans =
           NaN          1.00          2.00
          1.00          0.20          0.40
          2.00          0.40          1.60
          3.00          0.30           NaN
          4.00          1.40           NaN
          5.00          0.10          2.00
          6.00          0.90          0.10
          7.00           NaN          2.40
          8.00           NaN          3.10
%}

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Jakub Bialek 2011-7-28

But my real matrix of values is 6000x320, time vector is stored in separate variable. I can join values ad time into one matrix but the other matrix of values (the one I have to match the first matrix to) is of different shape and length...

Oleg Komarov 2011-7-28

You can unPivot the matrixes into n by 3 matrixes concatenate them and Pivot them back.

To unPivot the first element should be NaN, the first row should contain IDs and the first column the dates (look at the ans in my example above)

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Answer 2

Fangjun Jiang 2011-7-27

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https://ww2.mathworks.cn/matlabcentral/answers/12533-matching-two-time-series-by-one-of-their-time-vector#answer_17153

Would this post give you a clue?

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Jakub Bialek 2011-7-28

Well, this would only detect beginning of such gap, but wouldn't determine how big it was, would it?

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Answer 3

Martina Raffellini 2018-7-17

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/12533-matching-two-time-series-by-one-of-their-time-vector#answer_329204

编辑：Martina Raffellini 2018-7-17

Hi, I had the same problem as you, but the synchronize function does work. It does not necessarily interpolate if you do not specify so, NaN values were inserted where data were missing.

you can see it in the 1st example, "Synchronize Timetables and Insert Missing Data Indicators", here: https://it.mathworks.com/help/matlab/ref/synchronize.html?searchHighlight=Synchronize&s_tid=doc_srchtitle

Maybe your first code was looked like the 2nd example? this uses linear interpolation