How to time-match measurements for two time series?

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Janet Reimer
Janet Reimer 2017-7-27
回答： Rohan Kale 2017-8-5
I have two time series, only one is missing data and they are of different lengths. Both are the same frequency (one hour). I need to time match the measurements. My time series is around 1000 measurement and I have to repeat the process four different times.
Example, one time series has my data and the other is a continuous data set of wind speed from 1991 to the present (one hour frequency). How can I efficiently match the data from 13:00 on January 1st, 1991? And then repeat for every day that I have measurements so that it matches with the wind And without gap-filling the data set with NaN's for the missing times. This would create a very large matrix.

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回答（1 个）

Rohan Kale
Rohan Kale 2017-8-5
You can correlate the two data to find out the index of the correlation peak. Later, you can use this index to shift the indices of the missing data using circshift() .

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