I have the following problem in Matlab:
I have a time series which looks like this:
size(ts) = (n,2); % with n being the number of samples, the first column is the time, the second the value.
Let's say I have:
ts(:,1) = [0, 10, 20, 30, 40];
ts(:,2) = [1, 3, 10, 6, 11];
I would like to resample the signal above to get the interpolated values at different times. Say:
ts(:,1) = [0, 1, 3, 15, 40];
ts(:,2) = ???
I had a look at the Matlab functions for signal processing but they are all only relevant for regular sampling at various frequencies.
Is there a built in function which would give me the above, or do I have to compute the linear interpolation for each new desired time manually? If so, do you have a recommendation to do this efficiently using vecotrized code (just started Matlab a month ago so still 100% at ease with this and relying on for loops a lot still).
For a bit of context, I'm using a finite difference scheme in series to investigate a problem. The output of one FD scheme is fed into the following. Due to the nature of my problem, I have to change the time stepping from one FD to the next, and my time steps can be irregular.
Thanks.
Since your data are 1-D you can use interp1 to perform the interpolation. The code would work as follow:
ts = [0, 10, 20, 30, 40; % Time/step number
1, 3, 10, 6, 11]; % Values
resampled_steps = [0, 1, 3, 15, 40]; % Time for which we want resample
resampled_values = interp1(ts(1, :), ts(2, :), resampled_step);
% Put everything in an array to match initial format
ts_resampled = [resampled_steps; resampled_values];
Or you can alternatively, following the same idea:
ts = [0, 10, 20, 30, 40; % Time/step number
1, 3, 10, 6, 11]; % Values
% Create resample array
ts_resampled = zeros(size(ts));
ts_resampled(1, :) = [0, 1, 3, 15, 40];
% Interpolate
ts_resampled(2, :) = interp1(ts(1, :), ts(2, :), ts_resampled(1, :));
You can even choose the interpolation method you want, by passing a string to the interp1 function. The methods are listed here
Note that this only work if you re-sample with time stamps within your original scope. If you want them outside you have to tell the function how to extrapolate using the key word 'extrap'. Detail here