TimeSeries

TimeSeries[{{t1,v1},{t2,v2}}]
represents a time series specified by time-value pairs .

TimeSeries[{v1,v2,},tspec]
represents a time series with values at times specified by tspec.

Details and OptionsDetails and Options

  • TimeSeries represents a series of time-value pairs .
  • The values can be scalars or arrays of any dimension, but must all be of equal dimensionality.
  • The following times tspec can be given:
  • Automaticuse uniformly spaced times starting at 0
    {tmin}use uniformly spaced times starting at
    {tmin,tmax}use uniformly spaced times to
    {tmin,tmax,dt}use times to in steps of dt
    {{t1,t2,}}use explicit times
  • The can be numbers or any valid input to AbsoluteTime.
  • The values , , and dt can be given as numbers, dates, or Automatic.
  • Specifying gives the value of the time series at time t.
  • TimeSeries is a special case of TemporalData allowing only a single path.
  • TimeSeries objects of equal dimensionality can be combined into a TemporalData object using TemporalData[{ts1,ts2,}].
  • Properties of a TimeSeries object ts can be obtained from ts["property"].
  • A list of available properties can be obtained using ts["Properties"].
  • Some properties of the time series include:
  • "Path"time-value pairs
    "PathFunction"an interpolated path function
    "Values"the values
    "ValueDimensions"the dimensionality of the
    "Times"the times
    "Dates"the times as dates
  • If dates are given as input, ts["Times"] returns them in AbsoluteTime.
  • Normal[ts] is equivalent to ts["Path"].
  • TimeSeries takes the following options:
  • CalendarType"Gregorian"the calendar type to use
    HolidayCalendar{"UnitedStates","Default"}the holiday calendar to use
    MetaInformationNoneinclude additional meta-information
    MissingDataMethodNonemethod to use for missing values
    ResamplingMethod"Interpolation"the method to use for resampling paths
    TemporalRegularityAutomaticwhether to assume the data is regular
  • By default, first-order interpolation is used for resampling. The setting ResamplingMethod->{"Interpolation",opts} can be given, where opts are options passed to Interpolation.
  • Setting the MissingDataMethod->Automatic will automatically interpolate values with head Missing according to the ResamplingMethod setting. By default, values with head Missing are treated as missing.

ExamplesExamplesopen allclose all

Basic Examples  (2)Basic Examples  (2)

Create a time series from some values and times:

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Visualize the path:

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Use dates as time stamps:

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Plot the time series with DateListPlot:

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The value of the stock on May 24, 2009:

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The average value of the stock over the date range:

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Introduced in 2014
(10.0)