MATLAB: Temporal disaggregation

dates

Dear all

I have the following data set

   dates                  price
          23/11/08               2
     28/12/08                   3
      25/01/09                   4

The first value is of 4-week average (average of prices across 28 days). The next value is a 5-week average and the last one is a 4-week average. I want to calculate average monthly prices. Temporal disaggregation is what I have in mind. Any code/suggestion?

Best Answer

Use interp1(), as discussed in http://www.mathworks.com/matlabcentral/answers/41250-interpolation-to-specific-sequence-of-dates

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MATLAB: Computing montly averages when time series observations are irregural

Hint:

vec = datevec( A{:,1}, 'dd/mm/yy' )
out = accumarray( vec(:,2), A(something), [], @mean )

Better

    vec = datevec( char(A{:,1}), 'dd/mm/yy' );
    out = accumarray( vec(:,2:3), transpose([A{:,2}]), [], @mean );

This returns the means of the values of each month respectively. There is a value for each month. Is that what you want?

MATLAB: Temporal logic in condition

Try with a junction. You need that junction because a trigger can only be stated before the condition in one transition.

Best Answer

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MATLAB: Computing montly averages when time series observations are irregural

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