You can achieve this using the resample function in MATLAB. Suppose your original time series is stored in variables data and timestamps, with sampling interval of 15 minutes. You can interpolate to a 5-minute time series as follows:
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Here, we first calculate the new timestamps for the resampled data by creating a new array starting from the first timestamp in the original data, with a step size of the new sampling interval (5 minutes in this case), and ending at the last timestamp in the original data. The resample function then performs the interpolation, using the original data, the new timestamps, and the original sampling interval.
Note that the resample function assumes a linear interpolation by default. If your data requires a different interpolation method, you can specify it using the method parameter. For example, to use cubic spline interpolation, you can modify the code as follows:
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After running this code, the data_resampled variable will contain the interpolated time series with a sampling interval of 5 minutes.
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