Create timeseries from timeseries

I have a quick question to ask.

I would like to create a timeseries from a timeseries object but with given data columns. (Say there are four data types saved in different columns of timeseries; I need to extract only three columns).

I know how to do it for given time instances. One way could be that, I first extract the data and then time and then make a new timeseries. I want a quick way.

Thanks

Answer 1

[Robert U]

Hi Pankaj,

if I understand your question correctly, the quick way might be to utilize the methods provided by timeseries class. One possibility to reduce the number of data "columns" is shown below along with cropping the timeseries to a given start and end time:

 % Create timeseries
 time = 0:0.01:2;
 for ik = 1:4
   data(:,ik) = sin((2 * pi * 5 * time) + ((ik-1) * pi/2));
 end
 TS_initial = timeseries(data,time);

 % Extract part of the timeseries
 startTime     = 0.5;
 endTime       = 1.5;
 colsToExtract = [2 3 4];

 if size(colsToExtract,1) > 0
    % copy the original time series
    TS_extract = TS_initial;
    % select the data
    TS_extract.Data = TS_extract.Data(:,colsToExtract);
    % extract for a given time range
    TS_extract = TS_extract.getsampleusingtime(startTime,endTime);
 end

Kind regards,

Robert