Time align data-sets and get the missing values with interpolation

Hello! Everyone,

I have two datasets which are logged at different rates. I am trying to time align these two data sets and after the data is time aligned i want to interpolate the and get the missing data values. I used a concept of timetables for time alignment but its taking forever to align that way. Can any one please suggest me how can i time align data and then fill up rest of missing data with the help of interpolation.

Thanks

Answer 1

[KSSV]

You can do interpolation to get both the data sets to same time stamps. Read about interp1. After you get both the data's into same time, again you can use interp1 to get missing data. Or if you are using MATLAB 2016b or higher you can have a look on fillmissing to get the missing data.

[sc1991]

Hi! KSSV thanks for the answer but how to i interpolate to get the datasets to same time stamp. I mean wat i have been doing is lets say. I have dataset A and frequency is 1hz and then i have data set B frequency is 200ms.

So wat i do is i convert them to timetable Anew=timetable(1hz,A) and Bnew =timetable(200ms,B); then i use synchronize function newdata=synchronize(Anew,Bnew,'union');

Now this gives me a table with all the data from A and B and places with Nan where it could not find any data. I am guessing that fro these nans we can interpolate and fill teh data. but I am not too sure bout how that works. Please correct me if i am not doing any thing correct. This is my very first attempt and time aligning a data set and getting all the data points values with interpolation.

Also i would like to add after looking at the combined data after using the synchronize function. it looks like at some points we have to interpolate and at some we have to extrapolate. So please suggest me wat i can do here. Can the fillmissing function cover that aspect as well.

[Matthew Hanks]

When you use the synchronize function, try instead using this: newdata=synchronize(Anew,Bnew,'Uniform','Interval',0.001);

[Peter Perkins]

Matthew, I think you're looking at the timeSERIES synchronize method. sc1991 is using the timeTABLE method (I think).

sc1991, take a look at the documentation for synchronize, in particular, the METHOD. I imagine you want something like 'linear' or 'spline'. The default is 'fillwithmissing', which is where all those NaNs are coming from.

I imagine you probably also want to align one timetable to the other, not align them both to the union of times. Take a look at the NewTimeBasis input.