Simple Date Manipulations

Posted by Loren Shure, June 11, 2010

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I've recently had an opportunity to work with data for which I wanted to exclude weekend dates in order to see some trends. It took a little getting used to for me, because absolute time is not germane to the scientific and engineering data I am accustomed to.

Excel Data
More Date Tools

Excel Data

I was given some data extracted from an Excel spreadsheet. Here's some of it.

mytimes = [40314.338356482
           40315.334988426
           40316.333935185
           40316.333935237
           40317.341400463
           40318.336875000
           40318.336875032
           40318.336875295
           40319.333912037
           40320.337835648
           40321.335960648
           40322.342372685
           40323.342106481
           40324.335439815
           40325.337696759
           40326.338171033
           40326.338171296
           40327.340648148
           40328.338912037
           40329.336631944
           40330.338657407
           40331.337256944
           40332.342314815
           40333.342164352
           40334.334004630
           40335.341342593
           40336.340104167
           40338.334884259
           40339.337777094
           40339.337777778
           40340.333842593];

As you can see, the times have a basis that is not this year! Digging around, I find I can convert these to datenum by adding a magic number. This is a conversion that you can get using the function x2mdate from Financial Toolbox.

 newtimes = mytimes + 693960;

To see if this makes sense, let me extract a date string. Looking at the documentation, you can see many options for formatting the date. I have used the default setting.

 lastday = datestr(newtimes(end))

lastday =
11-Jun-2010 08:00:44

I want to remove weekends from the data and only care about date, not time of day. I also want to remove duplicate dates. Let me first get the dates alone and create a unique list.

 daysonly = fix(mytimes)

 uniquedays = unique(daysonly)

uniquedays =
       40314
       40315
       40316
       40317
       40318
       40319
       40320
       40321
       40322
       40323
       40324
       40325
       40326
       40327
       40328
       40329
       40330
       40331
       40332
       40333
       40334
       40335
       40336
       40338
       40339
       40340

Using another date function, I can find the days in my data corresponding to Saturday and Sunday, weekend days in the US.

n = weekday(uniquedays);

Find Saturday and Sunday.

weekends = find(n==1 | n==7);
% Remove weekend days.
myweekdays = uniquedays;
myweekdays(weekends) = [];

You can see I've deleted 7 dates from my unique list, corresponding to the weekend days.

whos

  Name             Size            Bytes  Class     Attributes

  daysonly        31x1               248  double              
  lastday          1x20               40  char                
  mytimes         31x1               248  double              
  myweekdays      18x1               144  double              
  n               26x1               208  double              
  newtimes        31x1               248  double              
  s               18x3               108  char                
  uniquedays      26x1               208  double              
  weekends         8x1                64  double

I can check that the days I have left are weekdays.

[n,s] = weekday(myweekdays,'short');
s

s =
Mon
Tue
Wed
Thu
Fri
Mon
Tue
Wed
Thu
Fri
Mon
Tue
Wed
Thu
Fri
Tue
Wed
Thu

More Date Tools

Another date tool you might find useful is the function datetick, for labeling plots. For more on dates in MATLAB, check out the documentation.

I am curious how many people have data, other than financial data, where the actual date, rather than a relative one, is important to your data analysis. Let me know here.

Published with MATLAB® 7.10