Replace Nan with previous numbers

Hello there , I have a Variable of type double with natural gas Prices that contains Nans for dates that I don't have data and i want to replace Nans with the previous day known price. I tried function "fillts" but i didn't got what I wanted to . I appreciate any help Thanks in advance

data = [...
  7.51
  NaN
  NaN
  7.61
  NaN
  NaN
  7.85];

Answer 1

[Andrei Bobrov]

t = ~isnan(data);
a = data(t);
out = a(cumsum(t));

ADD on Aggelos's comment

t = ~isnan(data);
idx = cumsum(t);
idx(~idx) = 1;
a = data(t);
out = a(idx);

[aggelos]

Thanks very much Andrei ,but i get the following error...

>> t = ~isnan(NEdata.NaturalGas); a = NEdata.NaturalGas(t); out = a(cumsum(t)); Subscript indices must either be real positive integers or logicals.

[aggelos]

Thank you very much Andrei ... it works just fine . Thanks again ...keep on the great job

Answer 2

[Image Analyst]

Try this:

m = [nan 2 3 4 nan 6 7 nan 9] % Sample data
indexes = find(isnan(m))
if ~isempty(indexes)
  % Handle case where first index is nan - get rid of it.
  if indexes(1) == 1
    m = m(2:end);
    indexes = indexes(2:end) - 1
  end
  % Take prior index if element is nan.
  m(indexes) = m(indexes-1)
end

[aggelos]

I get the same error as with Andrei's answer :Subscript indices must either be real positive integers or logicals. Any suggestions... Thank you very much

[Image Analyst]

You did something wrong, because I just copied and pasted my code on another computer and it worked great here also.

Plus you still need to say what you want done in case the first element is a nan. andrei and my vectorized solutions chose to handle it in different ways, while John non-vectorized code assumed that you would never have such a case (a non-robust, risky assumption). andrei's code seems to be even more robust than mine because his handles sequences of multiple nans in a row while mine doesn't. But his takes the second element for the first output element if the first input element is a nan, while mine just throws it away and shortens the array - that's why I asked what you want to do in such a case.

Answer 3

[John]

try the following:

x = isnan(data);

for i = length(data)

    if x(i) == 1
        data(i) = data(i-1);
    end
end

Answer 4

[Chad Greene]

repnan can do it by

data = repnan(data,'previous');