How do I separate month, day of the week, and hour of the day for each row of a csv time series file so that I can do a factor analysis for month, day, hour?

How do I separate month, day of the week, and hour of the day for each row of a csv time series file so that I can do a factor analysis for month, day, hour? I'm trying to determine the best time to enter/exit FX trades by day and hour of the day, but I'm not sure how to format the data file. Can you help me?

[the cyclist]

Please don't make us guess at what your data looks like, when it is so easy to upload a sample. Make it easy for us to help you.

Answer 1

[KL]

Use a timetable!

https://www.mathworks.com/help/matlab/timetables.html

https://www.mathworks.com/help/matlab/matlab_prog/create-timetables.html

Import your csv file as table and then create a timetable from it .Then you can do whatever you want to do with it, like monthly mean, yearly sum, etc. For example,

data_table = readtable('yourfile.csv');
data_timetable = table2timetable(data_table);

and then you could use retime

https://www.mathworks.com/help/matlab/ref/retime.html

 hourly_mean_table = retime(data_timetable,'hourly','mean')

[Robert Henson]

Thank you very much!

[Peter Perkins]

In addition to using retime to compute per-period summaries, if you want to "do a factor analysis for month, day, hour", you may also want to add new variables in that timetable, something like

data_timetable.Month = month(data_timetable.Time)
data_timetable.DayOfWeek = day(data_timetable.Time,'dayofweek')

etc.