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Datetime data with missing values


From: Thomas D. Dean
Subject: Datetime data with missing values
Date: Wed, 26 Apr 2017 19:21:36 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:45.0) Gecko/20100101 Thunderbird/45.8.0

I have a set of meter readings, two per day. On some days, there is only one reading. On other days, there are no readings.

I want to compute a moving average of the readings over a window, w, with the missing values equal to zero.

I did this with a several loops... I am thinking I was not the first person to want to do this, so there must be an easier way.

The timestamp in the file is yyyy.mm.dd.hhmm
Here is an example, with the timestamp replaced with integers 0,1,...

Input File:
0 1 61
0 2 64
1 1 52
2 1 65
2 2 93
5 1 54
5 2 82
6 1 64
7 1 82
7 2 83

A = Intermediate array with zero values inserted
0 1 64
0 2 61
1 1 52
1 2 0
2 1 65
2 2 93
3 1 0
3 2 0
4 1 0
4 2 0
5 1 82
5 2 54
6 1 64
6 2 0
7 1 83
7 2 82

## add up the total readings for each day
n = size(A,1)
B = A(1:n-1,3) + A(2:n,3)

I used
wt = ones(7,1)/7
C = conv(B,wt)
D = C(7:96,:)

And, D is the moving average of 7 entries of B
Is there an easy to insert zero for the missing values? (to go from the input file to A)

Tom Dean



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