MATLAB: Removing weekends and holidays from a TimeTable

MATLABtimerangetimetable

How can one remove weekends and holidays entries from a TimeTable?

Thanks!

Best Answer

Weekends is simple:

TT = TT(~isweekend(TT.Time),:) % assumes the default name, Time, for the row times

Holidays are another story, but if you have a list of the ones you care about, use ismember on TT.Time. You may need to use dateshift to "round" to whole days, depending on what your data look like. Perhaps something like

ismember(dateshift(TT.Time,'start','day'),listOfHolidays)

Also, if you have access to the Financial Toolbox, you can use that to generate a list of dates to remove.

Related Solutions

MATLAB: Timezone to UTC: How to add duration vector to datetime vector

Frank, what's up is Daylight Saving Time, which occurred on March 8th this year. I'm guessing you knew that, but got mixed up in the time arithmetic. Here's what's going on. You have this:

>> time = ['2015/03/08 00:00';'2015/03/08 01:00';'2015/03/08 03:00';'2015/03/08 04:00'];
>> Time = datenum(time,'yyyy/mm/dd HH:MM')
Time =
                    736031
          736031.041666667
                736031.125
          736031.166666667

datenums don't know anything about time zones or DST. Those times mean whatever you want them to mean. Since you then do this ...

>> date = datetime(Time,'ConvertFrom','datenum','Timezone','America/Montreal')
date = 
   08-Mar-2015 00:00:00
   08-Mar-2015 01:00:00
   08-Mar-2015 03:00:00
   08-Mar-2015 04:00:00

... I assume you mean that those datenums are to be interpreted as times in the America/Montreal time zone. But what you've left out is this:

>> date.Format = [date.Format ' z']
date = 
   08-Mar-2015 00:00:00 UTC-5
   08-Mar-2015 01:00:00 UTC-5
   08-Mar-2015 03:00:00 UTC-4
   08-Mar-2015 04:00:00 UTC-4

The second and third times are only an hour apart. Then this ...

>> [UTC_Offset,dst] = tzoffset(date);
>> Date = date - UTC_Offset
Date = 
   08-Mar-2015 06:00:00 UTC-4
   08-Mar-2015 07:00:00 UTC-4
   08-Mar-2015 07:00:00 UTC-4
   08-Mar-2015 08:00:00 UTC-4

... adds 5 hours to the first and second times, but adds only 4 hours to the third and fourth times. But you're doing the addition in the America/Montreal time zone. Adding 5 hours to the first two puts them after the DST shift @2am, which makes them look like you added 6 hours. In other words, your array is not UTC, it's shifted America/Montreal. The easiest thing to do to get UTC times is this:

>> date.TimeZone = 'UTC'
date = 
   08-Mar-2015 05:00:00 UTC
   08-Mar-2015 06:00:00 UTC
   08-Mar-2015 07:00:00 UTC
   08-Mar-2015 08:00:00 UTC

Hope this helps.

MATLAB: How to filter dataset into specific time range and scan for missing values

Timetables and retime were born to do this:

>> X = [89 2 03 0030 1.6955 5.08; ...
        89 2 03 0330 1.8172 4.39; ...
        89 2 03 0630 1.2139 4.15; ...
        89 2 03 0830 1.1986 4.33; ...
        89 2 03 0930 0.9349 4.37; ...
        89 2 03 1230 0.9610 4.17; ...
        89 2 03 2130 0.8554 4.39];
>> time = datetime(1900+X(:,1),X(:,2),X(:,3),fix(X(:,4)/100),X(:,4)-100*fix(X(:,4)/100),0);
>> tt = timetable(X(:,4),X(:,5),'RowTimes',time)
tt =
  7×2 timetable
            Time            Var1     Var2 
    ____________________    ____    ______
    03-Feb-1989 00:30:00      30    1.6955
    03-Feb-1989 03:30:00     330    1.8172
    03-Feb-1989 06:30:00     630    1.2139
    03-Feb-1989 08:30:00     830    1.1986
    03-Feb-1989 09:30:00     930    0.9349
    03-Feb-1989 12:30:00    1230     0.961
    03-Feb-1989 21:30:00    2130    0.8554
>> time3 = time(1):hours(3):time(end);
>> tt3 = retime(tt,time3,'fillwithmissing')
tt3 =
  8×2 timetable
            Time            Var1     Var2 
    ____________________    ____    ______
    03-Feb-1989 00:30:00      30    1.6955
    03-Feb-1989 03:30:00     330    1.8172
    03-Feb-1989 06:30:00     630    1.2139
    03-Feb-1989 09:30:00     930    0.9349
    03-Feb-1989 12:30:00    1230     0.961
    03-Feb-1989 15:30:00     NaN       NaN
    03-Feb-1989 18:30:00     NaN       NaN
    03-Feb-1989 21:30:00    2130    0.8554

Best Answer

Related Solutions

MATLAB: Timezone to UTC: How to add duration vector to datetime vector

MATLAB: How to filter dataset into specific time range and scan for missing values

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