Interpolating NaN-s
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Karlito
am 3 Apr. 2012
Kommentiert: Matteo Soldini
am 13 Feb. 2020
I have a time series, where there are some missing values. I've marked them as NaN. How would it be possible for me to interpolate them from the rest of the data. So my data to interpolate looks like that (just example numbers):
x=
0.482230405436799
0.0140930751890233
0.622880344434796
NaN
0.527433962776634
0.724991961357239
0.607415791144935
0.588366445795251
0.433434840033058
0.244172893507025
0.428960353778007
0.0101774555217771
0.608821449044360
0.957975188197358
NaN
0.0355905633801477
0.886235111325751
0.246941365057497
0.00891505625333700
0.814920271448039
0.140499436548767
0.879866440284003
0.0953767860905247
0.352560101248640
How to get a value for those NaN-s? I've tried Interp1 but i can't get it working properly.
1 Kommentar
Jan
am 3 Apr. 2012
It is a good idea to post your trials with INTERP1, such that the problem can be fixed. This is usually easier that creating a solution from the scratch and you could learn, what went wrong.
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Andrei Bobrov
am 3 Apr. 2012
inn = ~isnan(x);
i1 = (1:numel(x)).';
pp = interp1(i1(inn),x(inn),'linear','pp')
out = fnval(pp,linspace(i1(1),i1(end),1000));
plot(i1,x,'ko',linspace(i1(1),i1(end),1000),out,'b-')
grid on
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Weitere Antworten (2)
Jan
am 3 Apr. 2012
nanx = isnan(x);
t = 1:numel(x);
x(nanx) = interp1(t(~nanx), x(~nanx), t(nanx));
This does not catch NaNs at the margins, such that you have to care for them by your own, e.g. by repeating the first or last non-NaN value.
8 Kommentare
Matteo Soldini
am 13 Feb. 2020
If I have 50 variables and I use Jan's code to interpolate each nan in each variable (variables have different ranges of values, for example var1 = [1,2], var2 = [300,400]), will it work or should I use a for loop?
John D'Errico
am 3 Apr. 2012
My inpaint_nans will fill them in with interpolated values, even if there are multiple consecutive nans, and it will extrapolate nicely at the ends. It works on 1-d problems.
x = inpaint_nans(x);
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