calculate statistics every quarter of an hour on time series data

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stephen
stephen 2015-6-27
评论： stephen 2015-6-27
I have time series data in a table labeled with the date and time. I want to calculate statistics on every quarter of an hour. The number of observations every quarter of an hour can vary. The code I have takes a long time as the time series can be large.
D = datevec(x.DateTime,'yyyy-mm-dd HH:MM:SS');
quarter = zeros(N,1);
quarter(D(:,5)>00 & D(:,5)<=15) = 1;
quarter(D(:,5)>15 & D(:,5)<=30) = 2;
quarter(D(:,5)>30 & D(:,5)<=45) = 3;
quarter(D(:,5)>45 & D(:,5)<=60) = 4;
quarter(D(:,5)==00) = 4;
qnow = quarter(1);
while ~isempty(quarter)
stop = find(quarter~=qnow,1)-1;
x_temp = x(1:stop,:);
x(1:stop,:) = [];
quarter(1:stop) = [];
if qnow < 4
qnow = qnow + 1;
else
qnow = 1;
end
length(quarter)
end
At each iteration I can calculate statistics on x_temp and save to another table. Is there a more efficient way to do this?
Thanks,

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回答（1 个）

Azzi Abdelmalek
Azzi Abdelmalek 2015-6-27
x=datenum('2015-01-01 00:00:0'):1/(24*12):datenum('2015-01-01 2:00:0')
y=datestr(x,'yyyy-mm-dd HH:MM:SS')
D = datevec(y,'yyyy-mm-dd HH:MM:SS')
time=D(:,5);
idx1=time>=00 & time<=15
idx2=time>15 & time<=30
idx3=time>30 & time<=45
idx4=time>45 & time<=60
v={idx1 idx2 idx3 idx4}
ii1=sort(cell2mat(cellfun(@(x) strfind([0 x' 0],[0 1]),v,'un',0)))
ii2=sort(cell2mat(cellfun(@(x) strfind([0 x' 0],[1 0])-1,v,'un',0)))
You can use all the indices of different groups in ii1 and ii2.
  1 个评论
stephen
stephen 2015-6-27
That works great. Is there a better way than a for loop to then apply a function like mean to the data given the indices? So I want to take the mean of each of groups given by ii1 and ii2.

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