how to interpolate dataset to a 5 minute time series instead of the original 15-minute sampling interval in matlab

Assuming you have a time series dataset (data) with a 15-minute sampling interval and you want to interpolate it to a 5-minute sampling interval, you can follow these steps:

  1. Define a new time vector (newTime) with a 5-minute sampling interval. You can use the datenum function to convert your initial time vector into a numerical format, then use the min and max functions to define the start and end times of your new time vector, and the datenum and linspace functions to create the new time vector. Here's an example:

    main.m
    time = {'10/01/2021 00:00'; '10/01/2021 00:15'; '10/01/2021 00:30'; '10/01/2021 00:45'};
    data = [1; 2; 3; 4];
    numTime = datenum(time, 'mm/dd/yyyy HH:MM');
    newNumTime = linspace(datenum(min(numTime)), datenum(max(numTime)), (max(numTime)-min(numTime))/(5/1440)+(1/1440));
    newTime = datestr(newNumTime, 'mm/dd/yyyy HH:MM');
    
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  2. Interpolate your data to the new time vector using the interp1 function. Here's an example:

    main.m
    newData = interp1(numTime, data, newNumTime);
    
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    This will create a new dataset (newData) with the interpolated values.

  3. If needed, you can convert your new time vector and interpolated dataset back to their original formats using the datenum and datestr functions. Here's an example:

    main.m
    newTimeOriginalFormat = datestr(newNumTime, 'mm/dd/yyyy HH:MM');
    newDataOriginalFormat = newData;
    
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    This will create a new time vector (newTimeOriginalFormat) in the same format as your original time vector, and a new dataset (newDataOriginalFormat) with the interpolated values in the original format.

Note that the interpolated values are based on a linear interpolation between the original data points. If you need a different interpolation method, you can specify it as the third argument of the interp1 function (e.g. interp1(numTime, data, newNumTime, 'spline')).

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