data frequency conversion problem
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Dear all,
Is there any function for converting data that are available every 2 months to monthly data
thank you
EDIT [01 Aug 2012, 19:33 BST - OK] Added example input from comment
Here is an example of a panel data set with 3 individuals
A = {
1 '1-2 2004' 0.256 0.385
1 '3-4 2004' 0.268 3.0394
1 '5-6 2004' 0.0504 0.6475
1 '7-8 2004' 14.0985 148.2583
1 '9-10 2004' 0.1128 1.1506
1 '11-12 2004' NaN 148.2583
1 '1-2 2005' NaN 148.2583
1 '3-4 2005' 2.5852 34.0146
1 '5-6 2005' 0.322 3.2846
1 '7-8 2005' 14.0985 148.2583
1 '9-10 2005' 2.5852 NaN
1 '11-12 2005' 0.2938 2.854
2 '1-2 2004' 0.256 0.385
2 '3-4 2004' 0.268 3.0394
2 '5-6 2004' 0.0504 0.6475
2 '7-8 2004' 14.0985 148.2583
2 '9-10 2004' 0.1128 1.1506
2 '11-12 2004' NaN 148.2583
2 '1-2 2005' NaN 148.2583
2 '3-4 2005' 2.5852 34.0146
2 '5-6 2005' 0.322 3.2846
2 '7-8 2005' 14.0985 148.2583
2 '9-10 2005' 2.5852 NaN
2 '11-12 2005' 0.2938 2.854
3 '1-2 2004' 0.256 0.385
3 '3-4 2004' 0.268 3.0394
3 '5-6 2004' 0.0504 0.6475
3 '7-8 2004' 14.0985 148.2583
3 '9-10 2004' 0.1128 1.1506
3 '11-12 2004' NaN 148.2583
3 '1-2 2005' NaN 148.2583
3 '3-4 2005' 2.5852 34.0146
3 '5-6 2005' 0.322 3.2846
3 '7-8 2005' 14.0985 148.2583
3 '9-10 2005' 2.5852 NaN
3 '11-12 2005' 0.2938 2.854}
Note that I have 30000 invividuals (instead of 3) and 20 numerical columns instead of the last 2 that I display above. The interpolation should be done for each i=1,2,3 separately.
10 Commenti
Risposta accettata
Oleg Komarov
il 2 Ago 2012
Modificato: Oleg Komarov
il 4 Ago 2012
EDIT#2 I didn't notice at first that it had different series. Added also linear interpolation of NaNs:
% Inpaint NaNs and keep numeric matrix (easier to work than with cell % arrays) with inpaint_nans() from the FEX.
data = inpaint_nans(cell2mat(A(:,3:4)),2);
% Partition interpolation in blocks (first column)
blocks = [A{:,1}];
unBlocks = unique(blocks);
% Preallocate
interpData = cell(numel(unBlocks),1);
% Interpolate each block
for b = unBlocks
idxBlock = b == blocks; % index the block
n = nnz(idxBlock)*2; % counts its length
interpData{b} = interp1((1:2:n)', data(idxBlock,:),(1:n-1)');
end
% This plot gives an idea of the type of interpolation (for the first block/series only)
subplot(311)
plot(1:2:n,[A{1:15,3}],'-or')
legend('original')
subplot(312)
plot(1:n-1,interpData{1}(:,1)','-db')
legend('linear interp')
subplot(313)
plot(1:2:n,[A{1:15,3}],'-or',1:n-1,interpData{1}(:,1)','-db')
As you can see, you need to decide what to do with NaN's (especially to avoid losing info)
% Concatenate the cells into one numeric matrix (optional)
interpData = cat(1,interpData{:});
WARNING: with this approach I assume every month has same length.
4 Commenti
Oleg Komarov
il 4 Ago 2012
Added NaN interpolation with John D'Errico's inpaint_nan() (but you could also use interp1).
See the graph for the result.
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