Common Operations with Timetables for Finance

Clean data, resample and aggregate data, combine timetables and synchronize dates

Functions

Clean Data

`ismissing`	Find missing values
`rmmissing`	Remove missing entries
`fillmissing`	Fill missing values
`sortrows`	Sort rows of matrix or table
`retime`	Resample or aggregate data in timetable, and resolve duplicate or irregular times

Resample and Aggregate Data

`retime`	Resample or aggregate data in timetable, and resolve duplicate or irregular times
`convert2daily`	Aggregate timetable data to daily periodicity
`convert2weekly`	Aggregate timetable data to weekly periodicity
`convert2monthly`	Aggregate timetable data to monthly periodicity
`convert2quarterly`	Aggregate timetable data to quarterly periodicity
`convert2semiannual`	Aggregate timetable data to semiannual periodicity
`convert2annual`	Aggregate timetable data to annual periodicity

Combine Timetables and Synchronize Data

`synchronize`	Synchronize timetables to common time vector, and resample or aggregate data from input timetables
`horzcat`	Concatenate arrays horizontally
`vertcat`	Concatenate arrays vertically

Access Data in Timetable

`summary`	Print summary of table, timetable, or categorical array
`timerange`	Time range for timetable row subscripting
`vartype`	Subscript into table or timetable by variable type
`withtol`	Time tolerance for timetable row subscripting

Manipulate Data in Timetable

`rowfun`	Apply function to table or timetable rows
`splitapply`	Split data into groups and apply function
`findgroups`	Find groups and return group numbers

Examples and How To

Select Times in Timetable

Select row times from a timetable by using the timerange or withtol functions, or by matching date or time components of the row times. Resample or group the selected timetable data by using the retime function.

Resample and Aggregate Data in Timetable

Resample or aggregate data in a timetable to a new vector of row times.

Combine Timetables and Synchronize Their Data

Combine timetables by concatenation or by synchronizing their data to a common time vector.

Clean Timetable with Missing, Duplicate, or Nonuniform Times

Clean timetables that have missing, duplicate, or irregular times, and produce regular timetables.

Using Timetables in Finance

This example shows how to use timetables to visualize and calculate weekly statistics from simulated daily stock data.