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:
  • 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
    {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:
  • MetaInformationNoneinclude additional meta-information as rules
    Method"Interpolation"the method to use for interpolating paths
    MissingDataMethodNonemethod to use for missing state values
    StateDimensionsAutomaticthe 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 StateDimensions->Automatic attempts to automatically determine the dimension of the state space from the data.
  • Setting the MissingDataMethod->Automatic 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:

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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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