TimeSeriesThread

TimeSeriesThread[f,{tseries1,tseries2,}]
combines the tseriesi using the function f.

Details and OptionsDetails and Options

  • TimeSeriesThread is used to combine the values of multiple time series.
  • TimeSeriesThread can be used for regularly and irregularly spaced time series.
  • The input for each of the tseriesi can be a list of time-value pairs {{t1,x1},{t2,x2},}, a TimeSeries, EventSeries, or TemporalData.
  • All of the tseriesi must contain the same number of paths.
  • TimeSeriesThread threads pathwise for tseriesi with multiple paths.
  • The collection of paths {tseries1,tseries2,} can equivalently be given as TemporalData[{tseries1,tseries2,}].
  • If the times for the tseriesi are not equivalent, they are each resampled using the union of their times.
  • TimeSeriesThread takes the following option:
  • ResamplingMethodAutomaticthe method to use for resampling paths

ExamplesExamplesopen allclose all

Basic Examples  (4)Basic Examples  (4)

Obtain the sum of two time series:

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Combine two time series using a generic function f:

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Compute the differences between two financial time series:

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Find the average path:

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Introduced in 2014
(10.0)
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