matlab - How to delete specific days of week from MATLAB timeseries or financial timeseries objects?

Question

How to delete specific days of week (Mondays for instance) from MATLAB timeseries or financial timeseries objects?

Answer 1

This is with what I came up with.

function [ ret_fts ] = deleteWeekDays( fts, dayName )
tsz = size(fts);
sz = tsz(1);
for i=1:sz,
    mat=fts2mat(fts(i),1);
    [dnum, dnam] = weekday(mat(1));
    if dnam==dayName
        fts(i) = NaN;
    end
end
ret_fts=fts;
end

Answer 2

一些想法，但只删除特定日期，而不是一周中的特定日期，看起来没有任何聪明的方法可以这样做，因此您可能必须生成日期向量才能删除自己：

% Set time series
ts = timeseries([3 6 8 0 10 3 6 8 0 10 3 6 8 0 10 3 6 8 0 10 3 6 8 0 10])
ts.Data
tsc = tscollection(ts);
tsc.TimeInfo.Units = 'days';
tsc.TimeInfo.StartDate = '10/27/2005 07:05:36';

% Plot
ts.DataInfo.Interpolation = tsdata.interpolation('zoh');
tsc1.TimeInfo.Format='DD:HH:MM';
figure
plot(ts)

% Change the date-string format of the time vector.
tsc.TimeInfo.Format = 'mm/dd/yy';
tscTime = getabstime(tsc)

% Spot the days you're interested in, get indices and replace them by NaN
% in ts.
dayToDelete = '11/11/05';
idx = strcmp(tscTime, dayToDelete);
ts.Data(idx) = NaN;

% Plot after deleting the specific date
ts.DataInfo.Interpolation = tsdata.interpolation('zoh');
figure
plot(ts)