BUILT-IN MATHEMATICA SYMBOL

# TemporalData

TemporalData[{s1, s2, ...}, tspec]
temporal data with states at times specified by tspec.

TemporalData[{{s11, s12, ...}, {s21, s22, ...}, ...}, tspec]
a temporal data collection with states at times specified by tspec.

TemporalData[{{t1, s1}, {t2, s2}...}]
temporal data specified by time-value pairs .

TemporalData[{{{t11, s11}, {t12, s12}...}, {{t21, s21}, {t22, s22}, ...}, ...}]
a temporal data collection given as lists of time-value pairs .

## Details and OptionsDetails and Options

• TemporalData represents a collection of paths composed of time-value pairs .
• The state values can be scalars or arrays of any dimension, but must all be of equal dimensionality.
• The following times tspec can be given:
•  Automatic use 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 {tspec1,tspec2,...} use different times for each path in the collection
• The can be numbers or any valid input to AbsoluteTime.
• The values , , and dt in range specifications can be given as numbers or as a valid datespec to DateListPlot.
• TemporalData objects of equal state dimensionality can be combined into a single object using TemporalData[{td1, td2, ...}].
• Normal[td] returns a list containing time-value pairs for each path.
• Specifying gives the empirical slice distribution at time t.
• A joint empirical slice distribution for times can be obtained by specifying .
• Properties of a TemporalData object td can be obtained from td["property"].
• A list of available properties can be obtained using td["Properties"].
• Some properties of the collection of paths:
•  "PathCount" the number of paths in the collection "PathLengths" a list containing the length of each path "Paths" a list containing time-value pairs for each path "StateDimensions" the dimensionality of the state space "States" a list containing state values for each path "Times" a list containing times for each path
• If dates are given as input, td["Times"] returns them in AbsoluteTime.
• Some properties for obtaining parts of the collection:
•  "Part" a subset of the original data "Path" time-value pairs for a given path "PathFunction" an interpolated path function "PathStates" state values for a given path "PathTimes" times for a given path "SliceData" a slice through all paths at a given time "SliceDistribution" empirical distribution of slice data at a given time
• Specifying gives the time-value pairs for the paths specified by p, where p can be any valid Part specification.
• The property returns interpolated paths specified by p.
• Specifying gives TemporalData for paths specified by p and times specified by tspec. If necessary, the paths are resampled according to .
• Giving returns a slice through all paths at time t, where t can be a number or valid input to AbsoluteTime.
• The specification gives a multivariate slice at times .
• TemporalData takes the following options:
•  MetaInformation None include additional meta-information as rules Method "Interpolation" the method to use for interpolating paths MissingDataMethod None method to use for missing state values StateDimensions Automatic the dimension of the state space
• By default, zero-order interpolation is used for paths. The setting Method->{"Interpolation", opts} can be given, where opts are options passed to Interpolation.
• The setting StateDimensions->dim specifies that the state space for states is of dimension dim. Setting attempts to automatically determine the dimension of the state space from the data.
• Setting the will automatically interpolate values with head Missing according to the Method setting. By default, values with head Missing are treated as missing.

## ExamplesExamplesopen allclose all

### Basic Examples (3)Basic Examples (3)

Attach temporal information to some values:

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Visualize the path:

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Create a collection of paths with equivalent times:

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Visualize the collection:

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Compute the Mean and StandardDeviation at time :

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Use dates as time stamps:

Plot the financial time series with DateListPlot:

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The value of both stocks on May 24, 2009:

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The average value of each stock over the date range:

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