Problem 652. Put two time series onto the same time basis

Created by Ned Gulley

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Use interpolation to align two time series onto the same time vector.This is a problem that comes up in <a href="http://www.mathworks.com/matlabcentral/trendy/plots">Trendy</a> whenever you want to do mathematical operations on two trends (see for example the <a href="http://www.mathworks.com/matlabcentral/trendy/plots/763">Ramen-to-Sushi Index</a>).Given two time series defined by the vector pairs (t1,d1) and (t2,d2), come up with a single new time vector tn such that (tn,d1n) and (tn,d2n) form consistent vector pairs.Specifically, the new time vector should extend only to portions covered by both series (i.e. no extrapolation). Within this common interval, tn should contain all the time points from both time vectors. With this new time basis, use linear interpolation to generate two new data series.Example 1:<pre> t1 = [1 3 5]
 d1 = [2 4 2]
 t2 = [2 4]
 d2 = [1 5]</pre><pre> tn = [2 3 4]
 d1n = [3 4 3]
 d2n = [1 3 5]</pre>Example 2:<pre> t1 = [1 2 3 4 5]
 d1 = [2 3 5 6 3]
 t2 = [2 3.5 4 4.5 5 6]
 d2 = [3 9 8 2 0 1]</pre><pre> tn = [2 3 3.5 4 4.5 5]
 d1n = [3 5 5.5 6 4.5 3]
 d2n = [3 7 9 8 2 0]</pre>

Use interpolation to align two time series onto the same time vector.

This is a problem that comes up in <http://www.mathworks.com/matlabcentral/trendy/plots Trendy> whenever you want to do mathematical operations on two trends (see for example the <http://www.mathworks.com/matlabcentral/trendy/plots/763 Ramen-to-Sushi Index>).

Given two time series defined by the vector pairs (t1,d1) and (t2,d2), come up with a single new time vector tn such that (tn,d1n) and (tn,d2n) form consistent vector pairs.

Specifically, the new time vector should extend only to portions covered by both series (i.e. no extrapolation). Within this common interval, tn should contain all the time points from both time vectors. With this new time basis, use linear interpolation to generate two new data series.

Example 1:

t1 = [1 3 5]
 d1 = [2 4 2]
 t2 = [2 4]
 d2 = [1 5]

tn =  [2 3 4]
 d1n = [3 4 3]
 d2n = [1 3 5]

Example 2:

t1 = [1 2 3 4 5]
 d1 = [2 3 5 6 3]
 t2 = [2 3.5 4 4.5 5 6]
 d2 = [3 9   8 2   0 1]
 
 tn  = [2 3 3.5 4 4.5 5]
 d1n = [3 5 5.5 6 4.5 3]
 d2n = [3 7 9   8 2   0]

Solve

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Last Solution submitted on Jun 01, 2023

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@bmtran (Bryant Tran) on 3 May 2012

neat! i'd never used time series before

Jeffrey Daniels on 20 Nov 2013

I use timeseries all the time but don't usually use objects. Obviously using object oriented commands is much faster than more manual methods.

Aamod Garg on 26 Jul 2018

https://www.mathworks.com/matlabcentral/cody/problems/44699-prime-product

I created this problem. I think it should be in Indexing I.

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Problem 652. Put two time series onto the same time basis

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