Rolling-window matrix with different intervals between columns.

Hi,

I have a vector of data for 21 years with daily data and want to create a rolling window of 365 days such as the next period stars one month (30 days) after the previous one, for example:

vec = [1 2 3 4 5 6 7 8 9 10 11 12 13]

for a given variable n_interval = 3, I want to get a matrix output like:

mat = [[1 2 3 4 5],
       [4 5 6 7 8],
       [7 8 9 10 11],
       [10 11 12 13]]

I looked at this question but couldn't apply it to my problem.

Any help would be appreciated

Answer 1

[Wieszner Vilmos]

Hi,

I think this is what you are looking for:

https://uk.mathworks.com/help/signal/ref/buffer.html

Answer 2

[Jan]

vec = [1 2 3 4 5 6 7 8 9 10 11 12 13];

n      = numel(vec);
step   = 3;
width  = 4;
col1   = 1:step:n - width + 1;
row1   = 0:width - 1;
index  = col1.' + row1;
result = vec(index)