How do I separate month, day of the week, and hour of the day for each row of a csv time series file so that I can do a factor analysis for month, day, hour?

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Robert Henson
Robert Henson 2017-10-19
评论： Peter Perkins 2017-10-22
How do I separate month, day of the week, and hour of the day for each row of a csv time series file so that I can do a factor analysis for month, day, hour? I'm trying to determine the best time to enter/exit FX trades by day and hour of the day, but I'm not sure how to format the data file. Can you help me?

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KL
KL 2017-10-19
编辑：KL 2017-10-19
Use a timetable!
https://www.mathworks.com/help/matlab/timetables.html
https://www.mathworks.com/help/matlab/matlab_prog/create-timetables.html
Import your csv file as table and then create a timetable from it .Then you can do whatever you want to do with it, like monthly mean, yearly sum, etc. For example,
data_table = readtable('yourfile.csv');
data_timetable = table2timetable(data_table);
and then you could use retime
https://www.mathworks.com/help/matlab/ref/retime.html
hourly_mean_table = retime(data_timetable,'hourly','mean')
  2 个评论
Peter Perkins
Peter Perkins 2017-10-22
In addition to using retime to compute per-period summaries, if you want to "do a factor analysis for month, day, hour", you may also want to add new variables in that timetable, something like
data_timetable.Month = month(data_timetable.Time)
data_timetable.DayOfWeek = day(data_timetable.Time,'dayofweek')
etc.

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