Plot time series with irregular intervals and interpolate at regular intervals

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Louise 2012-11-11

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Hello all,

I have a matrix which contains data in this format: [ Date Time(HHMMSS) Price ]

70052  40.175
70214  40
70249  40
70347  40
70400  40

I want to be able to plot this as a time series as is, and then do linear interpolation for some interval (e.g. 15 mins) to get a reduced matrix. How may I be able to do this? I tried plotting the 3rd column but it becomes equally spaced 1 second intervals.

Thank you,

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回答（1 个）

Jonathan Epperl 2012-11-11

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在 MATLAB Online 中打开

You plot minutes vs. price by running (Assuming your data is in the variable M)

plot(M(:,2),M(:,3));

With regards to the interpolation you need to be a little more specific. You fit the best (in the least-squares sense) straight line to your data by running

r = [M(:,2) ones(size(M,1),1)]\M(:,3)
% Check v your Data
plot(M(:,2),M(:,3),'kx',M(:,2),r(1)*M(:,2)+r(2),'r');
legend('Data', 'Linear Interpolation')

so that r(1) is the slope, r(2) the intercept of the line.

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Louise 2012-11-11

编辑：Louise 2012-11-11

With your code, the x-axis still shows minutes/seconds >60. I managed to convert all the times into the datenum format. I don't know if there is something to be done then.

EDIT: Okay nevermind. I managed to use datetick() to change all the dates in datenum() format, so it displays the time correctly. However, I am not sure if using interp1() on the dates in datenum format will mess things up.

Walter Roberson 2012-11-11

The code I gave converts everything to seconds, not to minutes/seconds. You need continuous ranges in order to interpolate. The serial date format such as is returned by datenum is fine for interpolation.

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