calculate delta changes in times series (monthly)

I have a time series of lake level heights over time.

It looks like this:

    % code
  end
Date  Level
1992/10/21   803.83
1992/11/15   803.77
1992/12/03   803.81
1993/01/18   803.95
1993/02/15   804.21
1993/04/16   804.37
1993/06/10   803.94
1993/10/26   803.59

... and so on for 25 years.

Unfortunately my intervals aren't whole months. Sometimes I have like something beween 1-2 months between two measurements. But in the end I want to calculate the monthly lake level change. In other words: dh/dt where dt = 1 month.

I was thinking of calculating the interval between the first and last measurement what gives me a total of 290 months. So in the end I should have 290 dt's. Then I think I have to interpolate between the values to obtain maybe a value for every day to finally calculate monthly dt's. There my Matlab skills end. I hope someone can help me out with this.

Thank you!

[Jake_K]

I do have the interpolation now. I.e. for every day between the first and last day of the time series I have an interpolated value. The tricky thing seems to me now to calculate the difference between the value on the first and last day of every month. And this for all 24 years... I'd be grateful again for some inputs.

Answer 1

[KSSV]

YOu create the dates you want and do interpolation using interp1, to get the data for each day. Check this example:

   T1 = datetime(datestr('1992/10/21')); 
   T2 = datetime(datestr('1993/10/26')) ;
   T = (T1:T2)';
   data = rand(size(T)) ;
   % make some data missing / This is the original data 
   idx = randperm(length(T),100) ;
   X = T ; Y = data ;
   X(idx) = [] ;
   Y(idx) = [] ;
   % Do inteprolation 
   Yi = interp1(X,Y,T) ;

[Jake_K]

Thank you. I finally made it. Another question: How do I calculate for every month the difference between the value of the first day and of the last day of a month?