Mean function of timeseries with NaN
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First I define a simple timeseries with NaN value:
x=timeseries([5 5 5 5 NaN],[1 2.5 3.8 4 4.2]);
Then I expect that mean value (time weighted) would be 5.
But the result of
mean(x,'Weighting','time') is 5.9414
Why?
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dpb
le 16 Juil 2018
MATLAB determines weighting by:
Attaching a weighting to each time value, depending on its order, as follows:
First time point — The duration of the first time interval (t(2) - t(1)).
Time point that is neither the first nor last time point — The duration between the midpoint of the previous time interval to the midpoint of the subsequent time interval ((t(k + 1) - t(k))/2 + (t(k) - t(k - 1))/2).
Last time point — The duration of the last time interval (t(end) - t(end - 1)).
Normalizing the weighting for each time by dividing each weighting by the mean of all weightings.
I didn't try to compute what those would be for your time vector, but the net result appears to result in 5.9 for the weighted answer.
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