Grouping different time series on the same timescale

Question

Chris 2012-4-12

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Hello,

I have about 50 different, independent datasets (time series) that I would like to align to be the same size (same temporal resolution and timeframe, etc). Some of these records go back 1,000 years or longer so I'll just pick a timeframe I want to stick with. I know I'll have to do some linear interpolation, but here's a few examples of what the datasets might look like. The first values would be the year and the next would be the dependent variable.

Dataset 1) 
value1
value2
value3
value4
Dataset 2)
3 value5
9 value6
4 value7
Dataset 3)
value8
value9
value10

and so on...

Each dataset is currently a different file, but I'd like one file where I can still plot each record as a function of time (but all of the same length for some statistics I want to do).

Many of these records do not have the same temporal resolution, are missing data, some are reported as a fraction of a year, etc. I don't mind degrading the high resolution records a bit and losing some information, and I don't mind rounding values like "1900.33" to 1900.

Any ideas on how to quickly do this in matlab?

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Answer 1

Geoff 2012-4-13

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在 MATLAB Online 中打开

This is not very efficient, but is easy if you are in a hurry.

Y = 1900:2012;              % reference years
V = nan( numel(Y), 50 );    % values for all data sets
D1 = [1900 1; 1901 2; 1905 3; 1907 4];
D2 = [1900.3 5; 1900.9 6; 1901.4 7];
V( ismember(Y,round(D1(:,1))), 1 ) = D1(:, 2);
V( ismember(Y,round(D2(:,1))), 2 ) = D2(:, 2);

However, in D2's case, the 1900.9 and 1901.4 correspond to the same year: 1901. So only one value will be written. If you want to add those values together, this might not be the best approach.