TimeSeriesResample

TimeSeriesResample[tseries]
uniformly resamples tseries according to its minimum time increment.

TimeSeriesResample[tseries,rspec]
resamples tseries according to rspec.

Details and OptionsDetails and Options

  • TimeSeriesResample is often used to convert irregular time series to regular ones. It can also be used to align time series.
  • The time series tseries can be a list of values {x1,x2,}, a list of time-value pairs {{t1,x1},{t2,x2},}, a TimeSeries, an EventSeries, or TemporalData.
  • Some basic settings for rspec include:
  • dtuse uniform times with spacing dt
    {t_(0),t_(1),dt}use times t0 to t1 with spacing dt
    {{t1,t2,}}use explicit times {t1,t2,}
  • If dt is set to Automatic, the minimum time increment in tseries is used.
  • The following settings for rspec are useful if tseries contains multiple paths:
  • "Union"use all times present in tseries
    "Intersection"use times common to all paths
    {"Times",p}use times from path p
  • If times are not given, then tseries is assumed to be regular with unit spacing.
  • TimeSeriesResample takes the following option:
  • ResamplingMethodAutomaticthe method to use for resampling paths
Introduced in 2014
(10.0)