How do I interpolate two data sets with different time scales and time points into the same scale in order to carry out a correlation?

Question

Joshua Payne 2018-3-23

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https://ww2.mathworks.cn/matlabcentral/answers/390225-how-do-i-interpolate-two-data-sets-with-different-time-scales-and-time-points-into-the-same-scale-in

回答： John D'Errico 2018-3-23

Hi everybody. I have an issue with a correlation i would like to complete. I have one data set, with 11 dates, and 11 numbers for those dates. I then have another data set, with 2555 dates (within the same time scale however) and 2555 numbers for these dates. I would like to interpolate the larger data set into to the smaller one, to undertake a correlation between data sets with the same matrix size.

How would I do this?

Many thanks,