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Finding pairs in (not equidistant) time series

version 1.0 (1.76 KB) by

Seeks for nearest (lower or upper) neighbors of x(i) in y - where x and y are time vectors

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Type parameter:
'l': only lower neighbors accepted
'u': only upper neighbors accepted
'n' or not given: nearest (upper or lower) neighbors selected
If there is no neighbor for x(i), y2(i)=idx(i)=NaN is returned.

Options:
'self': y2(i)==x(i) [zero distance] is accepted as 'neighbor'
'unique': if i<>j and y2(i)==y2(j), y2(i)=y2(j)=NaN is returned

Example:
x= [ 2 5 7 9 10 12];
y= [1 3 4 6 8 11];
[y2 idx2]=nearest(x,y,'l','unique')
[y3 idx3]=nearest(x,y,'u')

Results:
y2=[1 4 6 NaN NaN 11] idx2=[1 3 4 NaN NaN 6]
y3=[3 6 8 11 11 NaN] idx3=[2 4 5 6 6 NaN]

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