interpolate data in timeseries

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Nikolas Spiliopoulos on 2 Dec 2021
Edited: dpb on 2 Dec 2021
Hi all,
I have a timeseries vector lets say with 7 points : v=[0.18 3.15 0.18 0.16 0.17 0.58 0.33 ];
I would like to create a new vector by interpolating data so I have extra 3 points among two values: somethng like:
v_new=[0.18 ... ... ... 3.15 ... ... 0.18... and so on ]
could you help me with that?
thanks!!

dpb on 2 Dec 2021
v=[0.18 3.15 0.18 0.16 0.17 0.58 0.33 ]; % example data
% the engine
nI=3; % number points to insert
N=numel(v); % initial vector size
NN=(N-1)*nI+N; % new N for augmented v
xv=linspace(1,N,NN); % uniform spacing along 1:N NN points
vv=interp1(1:N,v,xv); % linear interpolation
vvv=interp1(1:N,v,xv,'pchip'); % or pchip interpolation
Illustrate results...
plot(v,'o-')
hold on
plot(xv,vv,'x')
plot(xv,vvv,'d-')
legend('Original','Linear','PChip')
produces
"Choose your poison" as far as what interpolant you actually want.
If you have Signal Processing TB, there's also resample you could play with.

Jon on 2 Dec 2021
Edited: dpb on 2 Dec 2021
Although you say you have a "time series" it looks like v is just an ordinary vector. Assuming you have another "t" vector to go along with this data you could do something like this:
t = [0 9 10 15 20 25 33] % made up example time vector, not necessarily evenly space
v = [0.18 3.15 0.18 0.16 0.17 0.58 0.33 ]; % your v vector
t_new = [0 2 3 9 9.5 9.8 10 11 12 15 20 21 21.2 25 29 30 33] % vector of times you want to have data for including original
v_new = interp1(t,v,t_new)
v_new =
Columns 1 through 11
0.1800 0.8400 1.1700 3.1500 1.6650 0.7740 0.1800 0.1760 0.1720 0.1600 0.1700
Columns 12 through 17
0.2520 0.2684 0.5800 0.4550 0.4237 0.3300
dpb on 2 Dec 2021
You can also accomplish that objective by iterating between time points...
plot(t,v,'o-')
fntv=@(t1,t2,n)linspace(t1,t2,n+2);
tv=cell2mat(arrayfun(@(i)fntv(t(i),t(i+1),nI),1:numel(t)-1,'UniformOutput',false));
vv=interp1(t,v,tv);
hold on
plot(tv,vv,'xr')
gives

R2020a

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