Wolfram Language & System 10.0 (2014)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.View current documentation (Version 11.2)


uniformly resamples tseries according to its minimum time increment.

resamples tseries according to rspec.

Details and OptionsDetails and Options

  • TimeSeriesResample is often used to convert irregular times series to regular ones. It can also be used to align time series.
  • The time series tseries can be a list of values , a list of time-value pairs , a TimeSeries, EventSeries, or TemporalData.
  • Some basic settings for rspec include:
  • dtuse uniform times with spacing dt
    {{t1,t2,}}use explicit times
  • 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