interpolate data in timeseries

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Nikolas Spiliopoulos
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!!

Accepted Answer

dpb
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.

More Answers (1)

Jon
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
  2 Comments
dpb
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

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