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 
.
- 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:
-
- 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.
Attach temporal information to some values:
| Out[2]= |  |
Visualize the path:
| Out[3]= |  |
Create a collection of paths with equivalent times:
| Out[2]= |  |
Visualize the collection:
| Out[3]= |  |
Compute the Mean and StandardDeviation at time 
:
| Out[4]= |  |
| Out[5]= |  |
Use dates as time stamps:
Plot the financial time series with DateListPlot:
| Out[3]= |  |
The value of both stocks on May 24, 2009:
| Out[4]= |  |
The average value of each stock over the date range:
| Out[5]= |  |
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