calculate statistics every quarter of an hour on time series data

1 view (last 30 days)
I have time series data in a table labeled with the date and time. I want to calculate statistics on every quarter of an hour. The number of observations every quarter of an hour can vary. The code I have takes a long time as the time series can be large.
D = datevec(x.DateTime,'yyyy-mm-dd HH:MM:SS');
quarter = zeros(N,1);
quarter(D(:,5)>00 & D(:,5)<=15) = 1;
quarter(D(:,5)>15 & D(:,5)<=30) = 2;
quarter(D(:,5)>30 & D(:,5)<=45) = 3;
quarter(D(:,5)>45 & D(:,5)<=60) = 4;
quarter(D(:,5)==00) = 4;
qnow = quarter(1);
while ~isempty(quarter)
stop = find(quarter~=qnow,1)-1;
x_temp = x(1:stop,:);
x(1:stop,:) = [];
quarter(1:stop) = [];
if qnow < 4
qnow = qnow + 1;
else
qnow = 1;
end
length(quarter)
end
At each iteration I can calculate statistics on x_temp and save to another table. Is there a more efficient way to do this?
Thanks,

Answers (1)

Azzi Abdelmalek
Azzi Abdelmalek on 27 Jun 2015
x=datenum('2015-01-01 00:00:0'):1/(24*12):datenum('2015-01-01 2:00:0')
y=datestr(x,'yyyy-mm-dd HH:MM:SS')
D = datevec(y,'yyyy-mm-dd HH:MM:SS')
time=D(:,5);
idx1=time>=00 & time<=15
idx2=time>15 & time<=30
idx3=time>30 & time<=45
idx4=time>45 & time<=60
v={idx1 idx2 idx3 idx4}
ii1=sort(cell2mat(cellfun(@(x) strfind([0 x' 0],[0 1]),v,'un',0)))
ii2=sort(cell2mat(cellfun(@(x) strfind([0 x' 0],[1 0])-1,v,'un',0)))
You can use all the indices of different groups in ii1 and ii2.
  1 Comment
stephen
stephen on 27 Jun 2015
That works great. Is there a better way than a for loop to then apply a function like mean to the data given the indices? So I want to take the mean of each of groups given by ii1 and ii2.

Sign in to comment.

Categories

Find more on Dates and Time in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!