TimeSeries
✖
TimeSeries
Details and Options




- TimeSeries represents a series of time-value pairs {ti,vi}.
- The values vi 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 {tmin,tmax} use uniformly spaced times tmin to tmax {tmin,tmax,dt} use times tmin to tmax in steps of dt {{t1,t2,…}} use explicit times {t1,t2,…} - The ti can be numbers or any valid input to AbsoluteTime.
- The values tmin, tmax, and dt can be given as numbers, dates, or Automatic.
- Specifying ts[t] gives the value of the time series at time t.
- TimeSeries is a special case of TemporalData allowing only a single path and always interpolating between the time stamps.
- TimeSeries objects of equal dimensionality {ts1,ts2,…} can be combined into a TemporalData object using TemporalData[{ts1,ts2,…}].
- Properties of a TimeSeries object ts can be obtained from ts["property"].
- A list of available properties can be obtained using ts["Properties"].
- Some properties of the time series include:
-
"Path" time-value pairs {{t1,v1},…} "PathComponents" split the multivariate path into univariate components "PathFunction" an interpolated path function "PathLength" the length of the path "Values" the values {v1,…} "ValueDimensions" the dimensionality of the vi "Times" the times {t1,…} "Dates" the times {t1,…} as dates "DatePath" date-value pairs {{date1,v1},…} "FirstTime" the first time t1 "FirstDate" the first time t1 as date "LastTime" the last time "LastDate" the last time as date "FirstValue" the value v1 at the first time "LastValue" the value at the last time - Specifying ts["PathComponent",p] gives the TimeSeries for vector components of the values specified by p.
- If dates are given as input, ts["Times"] returns them in AbsoluteTime.
- Normal[ts] is equivalent to ts["Path"].
- TimeSeries takes the following options:
-
CalendarType "Gregorian" the calendar type to use HolidayCalendar {"UnitedStates","Default"} the holiday calendar to use TimeZone $TimeZone the time zone to use MetaInformation None include additional metainformation MissingDataMethod None method to use for missing values ResamplingMethod "Interpolation" the method to use for resampling paths TemporalRegularity Automatic whether to assume the data is regular DateFunction Automatic how to convert dates to standard form ValueDimensions Automatic the dimensions of the values - By default, first-order interpolation is used for resampling. The setting ResamplingMethod->{"Interpolation",opts} can be given, where opts are options passed to Interpolation.
- Setting the MissingDataMethod->Automatic will automatically interpolate values with head Missing according to the ResamplingMethod setting. By default, values with head Missing are treated as missing.
- The setting ValueDimensions->dim specifies that the values vij are of dimension dim. Setting ValueDimensions->Automatic attempts to automatically determine the dimension of the values from the data.
Examples
open allclose allBasic Examples (2)Summary of the most common use cases
Create a time series from some values and times:

https://wolfram.com/xid/0bdpcnxgi-byvcsb

https://wolfram.com/xid/0bdpcnxgi-dhklb2


https://wolfram.com/xid/0bdpcnxgi-i67wst


https://wolfram.com/xid/0bdpcnxgi-5r1ze0
Plot the time series with DateListPlot:

https://wolfram.com/xid/0bdpcnxgi-q24mq

The value of the stock on May 24, 2009:

https://wolfram.com/xid/0bdpcnxgi-dckstc

The average value of the stock over the date range:

https://wolfram.com/xid/0bdpcnxgi-g3e7kn

Scope (33)Survey of the scope of standard use cases
Basic Uses (10)

https://wolfram.com/xid/0bdpcnxgi-c09m7q

https://wolfram.com/xid/0bdpcnxgi-ewxrxj

Use TimeSeriesWindow to extract a portion of a time series:

https://wolfram.com/xid/0bdpcnxgi-dyvpo

https://wolfram.com/xid/0bdpcnxgi-d1k2ip

https://wolfram.com/xid/0bdpcnxgi-un2yb1

Use TimeSeriesInsert to replace a missing value:

https://wolfram.com/xid/0bdpcnxgi-bjluj0

https://wolfram.com/xid/0bdpcnxgi-byzon7


https://wolfram.com/xid/0bdpcnxgi-h9u96g

https://wolfram.com/xid/0bdpcnxgi-18so4x


https://wolfram.com/xid/0bdpcnxgi-vsxyyq

Use TimeSeriesRescale to rescale a time series to run from 0 to 20:

https://wolfram.com/xid/0bdpcnxgi-20ji9

https://wolfram.com/xid/0bdpcnxgi-dk2db6

https://wolfram.com/xid/0bdpcnxgi-xoa26i

Use TimeSeriesShift to shift the series ahead by 2:

https://wolfram.com/xid/0bdpcnxgi-i2vary

https://wolfram.com/xid/0bdpcnxgi-hdqopn

Square the values in a time series:

https://wolfram.com/xid/0bdpcnxgi-lfs5n9

https://wolfram.com/xid/0bdpcnxgi-qihh3

https://wolfram.com/xid/0bdpcnxgi-engtnh

Use TimeSeriesMap to find the sums of the components of a vector-valued time series:

https://wolfram.com/xid/0bdpcnxgi-npk86

https://wolfram.com/xid/0bdpcnxgi-brtc6x

https://wolfram.com/xid/0bdpcnxgi-ddt7t2

Find the Mean of a time series:

https://wolfram.com/xid/0bdpcnxgi-b6530u

https://wolfram.com/xid/0bdpcnxgi-k0xfjy

The mean depends only on the values:

https://wolfram.com/xid/0bdpcnxgi-nnfg9


https://wolfram.com/xid/0bdpcnxgi-kfbxcw

Compute a MovingAverage for a time series:

https://wolfram.com/xid/0bdpcnxgi-pj0lv5

https://wolfram.com/xid/0bdpcnxgi-f6t09u

https://wolfram.com/xid/0bdpcnxgi-jfof2n

Use MovingMap to compute a moving maximum:

https://wolfram.com/xid/0bdpcnxgi-g3zw4d

https://wolfram.com/xid/0bdpcnxgi-hhs4tl

Use TimeSeriesAggregate to compute the weekly totals for a time series:

https://wolfram.com/xid/0bdpcnxgi-bw2lnx

https://wolfram.com/xid/0bdpcnxgi-d4ls8q

https://wolfram.com/xid/0bdpcnxgi-lpt63w

Fit a parametric model to a time series using TimeSeriesModelFit:

https://wolfram.com/xid/0bdpcnxgi-uqi64

https://wolfram.com/xid/0bdpcnxgi-iscjki

Use TimeSeriesForecast to forecast the next 10 values in the time series:

https://wolfram.com/xid/0bdpcnxgi-jdxz4
Plot the time series along with the forecast:

https://wolfram.com/xid/0bdpcnxgi-gckl1u

Use TimeSeriesThread to compute the differences between two time series:

https://wolfram.com/xid/0bdpcnxgi-g800tf

https://wolfram.com/xid/0bdpcnxgi-dc4ip1

https://wolfram.com/xid/0bdpcnxgi-oy5x3n

https://wolfram.com/xid/0bdpcnxgi-les8yw

Creating a Time Series (14)
Give a list of values with Automatic time stamps:

https://wolfram.com/xid/0bdpcnxgi-d6852a

https://wolfram.com/xid/0bdpcnxgi-d2u7nb

https://wolfram.com/xid/0bdpcnxgi-fisuci

Create a time series starting at :

https://wolfram.com/xid/0bdpcnxgi-gif60

https://wolfram.com/xid/0bdpcnxgi-i30vwy

https://wolfram.com/xid/0bdpcnxgi-bf6ge1


https://wolfram.com/xid/0bdpcnxgi-3j8z
Dates can be given as any valid input to AbsoluteTime:

https://wolfram.com/xid/0bdpcnxgi-e8etf2

https://wolfram.com/xid/0bdpcnxgi-jjjbtm

Use equally spaced times from 10 to 50:

https://wolfram.com/xid/0bdpcnxgi-fngsov

https://wolfram.com/xid/0bdpcnxgi-ejvorc

https://wolfram.com/xid/0bdpcnxgi-guhp4f


https://wolfram.com/xid/0bdpcnxgi-g21lz

https://wolfram.com/xid/0bdpcnxgi-b6kqwu

https://wolfram.com/xid/0bdpcnxgi-m7k77y

Specify an Automatic endpoint:

https://wolfram.com/xid/0bdpcnxgi-ep9ew5

https://wolfram.com/xid/0bdpcnxgi-b0tka7

https://wolfram.com/xid/0bdpcnxgi-f0mzk9

Create a series with times 1 to 20 in steps of 2:

https://wolfram.com/xid/0bdpcnxgi-cajxbd

https://wolfram.com/xid/0bdpcnxgi-cudopq

https://wolfram.com/xid/0bdpcnxgi-ef8duz

Use an Automatic endpoint and fixed step:

https://wolfram.com/xid/0bdpcnxgi-gu5wov

https://wolfram.com/xid/0bdpcnxgi-dlh81

https://wolfram.com/xid/0bdpcnxgi-hr6ocm

Extract the computed last date:

https://wolfram.com/xid/0bdpcnxgi-o5aad4

Use an Automatic start point and given frequency:

https://wolfram.com/xid/0bdpcnxgi-fdjhz1

https://wolfram.com/xid/0bdpcnxgi-75g8jn

https://wolfram.com/xid/0bdpcnxgi-xg7mub

Extract the computed first time:

https://wolfram.com/xid/0bdpcnxgi-cg5tfe

Explicitly specify the times to use:

https://wolfram.com/xid/0bdpcnxgi-dd1fks

https://wolfram.com/xid/0bdpcnxgi-civvrp

https://wolfram.com/xid/0bdpcnxgi-g23dk3

Give an explicit list of dates:

https://wolfram.com/xid/0bdpcnxgi-gdgis2

https://wolfram.com/xid/0bdpcnxgi-bwz8uv

https://wolfram.com/xid/0bdpcnxgi-ikqia


https://wolfram.com/xid/0bdpcnxgi-k58g4i

https://wolfram.com/xid/0bdpcnxgi-cdkmyi

https://wolfram.com/xid/0bdpcnxgi-ic2a5k

Create a time series from date-value pairs:

https://wolfram.com/xid/0bdpcnxgi-micflj

https://wolfram.com/xid/0bdpcnxgi-0knzb4


https://wolfram.com/xid/0bdpcnxgi-izuubj

Create a time series from data involving quantities:

https://wolfram.com/xid/0bdpcnxgi-ty64a

https://wolfram.com/xid/0bdpcnxgi-k8zjb9

https://wolfram.com/xid/0bdpcnxgi-bmoyyy

Extracting Properties and Values (5)
Obtain a list of available properties:

https://wolfram.com/xid/0bdpcnxgi-4v647o

https://wolfram.com/xid/0bdpcnxgi-jzfxlc

Values used for the time series:

https://wolfram.com/xid/0bdpcnxgi-nrenag


https://wolfram.com/xid/0bdpcnxgi-v2as9


https://wolfram.com/xid/0bdpcnxgi-ifnzdk


https://wolfram.com/xid/0bdpcnxgi-qtpvo

Represent the time series as a function:

https://wolfram.com/xid/0bdpcnxgi-hrku91

https://wolfram.com/xid/0bdpcnxgi-bor8bx

Extract components of vector-valued collection:

https://wolfram.com/xid/0bdpcnxgi-ltnfr8


https://wolfram.com/xid/0bdpcnxgi-nptv6


https://wolfram.com/xid/0bdpcnxgi-zwj8ti


https://wolfram.com/xid/0bdpcnxgi-oq6x84


https://wolfram.com/xid/0bdpcnxgi-5neflg


https://wolfram.com/xid/0bdpcnxgi-1kkj3e

Resample data over a given set of times:

https://wolfram.com/xid/0bdpcnxgi-cm21pl


https://wolfram.com/xid/0bdpcnxgi-bc6seq

Upsample the original path in steps of 0.25:

https://wolfram.com/xid/0bdpcnxgi-faxpuf

The new data is sampled from the path function:

https://wolfram.com/xid/0bdpcnxgi-if0ag0

Time series involving quantities:

https://wolfram.com/xid/0bdpcnxgi-sn6ytb

https://wolfram.com/xid/0bdpcnxgi-8uy7qh
The values are given as QuantityArray:

https://wolfram.com/xid/0bdpcnxgi-8jcen4

Extract quantity unit information:

https://wolfram.com/xid/0bdpcnxgi-q37i7h


https://wolfram.com/xid/0bdpcnxgi-9acmrd

Time Series Arithmetic (4)
Numerical, listable functions automatically thread over values of time series:

https://wolfram.com/xid/0bdpcnxgi-izklqu

https://wolfram.com/xid/0bdpcnxgi-cgwxa0

Compare to the result of TimeSeriesMap:

https://wolfram.com/xid/0bdpcnxgi-kcwyr0


https://wolfram.com/xid/0bdpcnxgi-dyeskv

Combining several time series with identical time stamps threads over values:

https://wolfram.com/xid/0bdpcnxgi-frgrg3


https://wolfram.com/xid/0bdpcnxgi-bqaq9e

Time series are resampled at the union of time stamps in the intersection of their supports:

https://wolfram.com/xid/0bdpcnxgi-b60ex8

The intersection of supports is , and the union of the time stamps within is
:

https://wolfram.com/xid/0bdpcnxgi-bd3pcm


https://wolfram.com/xid/0bdpcnxgi-dp9y30

Compare the result with adding the resampled time series:

https://wolfram.com/xid/0bdpcnxgi-crf5pv


https://wolfram.com/xid/0bdpcnxgi-brcgbq


https://wolfram.com/xid/0bdpcnxgi-dl9ba

Create a new time series of quantity magnitudes from existing time series involving quantities:

https://wolfram.com/xid/0bdpcnxgi-ofwe4b

https://wolfram.com/xid/0bdpcnxgi-bl5hyk

https://wolfram.com/xid/0bdpcnxgi-znlw6o


https://wolfram.com/xid/0bdpcnxgi-wxgead

Create a new time series of quantity units:

https://wolfram.com/xid/0bdpcnxgi-w2zemu


https://wolfram.com/xid/0bdpcnxgi-5z8g34

Options (12)Common values & functionality for each option
CalendarType (1)
Specify time stamps as dates in a specific calendar using CalendarType:

https://wolfram.com/xid/0bdpcnxgi-hjuq32

By default, the "Gregorian" calendar is being used:

https://wolfram.com/xid/0bdpcnxgi-ufpnay

Specify input dates in "Gregorian" calendar but display in "Jewish" calendar:

https://wolfram.com/xid/0bdpcnxgi-zxfi4

DateFunction (2)
Use DateList to define functions for interpreting ambiguous date strings:

https://wolfram.com/xid/0bdpcnxgi-f18gx1

https://wolfram.com/xid/0bdpcnxgi-fw45vb


https://wolfram.com/xid/0bdpcnxgi-hl19iu


https://wolfram.com/xid/0bdpcnxgi-h7sudg

Use DateObject to define functions for interpreting ambiguous date strings:

https://wolfram.com/xid/0bdpcnxgi-bhtuy6

https://wolfram.com/xid/0bdpcnxgi-obrlfy

Specify the TimeZone of the inputs:

https://wolfram.com/xid/0bdpcnxgi-yyf3ze

HolidayCalendar (1)
Use HolidayCalendar to visualize business days in a given country:

https://wolfram.com/xid/0bdpcnxgi-75m0wm


https://wolfram.com/xid/0bdpcnxgi-fypm3f

MetaInformation (3)
Include additional meta-information as a list of rules:

https://wolfram.com/xid/0bdpcnxgi-kww1x


https://wolfram.com/xid/0bdpcnxgi-lsbk46

The properties now include the meta-information "Stock":

https://wolfram.com/xid/0bdpcnxgi-dz2yok

The added meta-information can be used like any other property:

https://wolfram.com/xid/0bdpcnxgi-btpnvb

Use MetaInformation to specify PlotLegends:

https://wolfram.com/xid/0bdpcnxgi-9de4ip
See the available MetaInformation:

https://wolfram.com/xid/0bdpcnxgi-opopnd

Access specific information directly:

https://wolfram.com/xid/0bdpcnxgi-xbxlcf


https://wolfram.com/xid/0bdpcnxgi-590axh

Use MetaInformation to name the components in a vector-valued TimeSeries:

https://wolfram.com/xid/0bdpcnxgi-z6yi2a


https://wolfram.com/xid/0bdpcnxgi-td777p

Extract first and third components using either their name or number:

https://wolfram.com/xid/0bdpcnxgi-ic4zkv

MissingDataMethod (1)
By default, values with head Missing are interpreted as missing:

https://wolfram.com/xid/0bdpcnxgi-irdksa

https://wolfram.com/xid/0bdpcnxgi-ewwjzm

https://wolfram.com/xid/0bdpcnxgi-c58vln

Use MissingDataMethod to replace missing values with a constant:

https://wolfram.com/xid/0bdpcnxgi-c2fdiz

https://wolfram.com/xid/0bdpcnxgi-ckhmn

Use interpolation to replace the missing values:

https://wolfram.com/xid/0bdpcnxgi-v8sxc

https://wolfram.com/xid/0bdpcnxgi-cq3pbd

The default method is interpolation of order 1:

https://wolfram.com/xid/0bdpcnxgi-rxzabk


https://wolfram.com/xid/0bdpcnxgi-1tycli

ResamplingMethod (1)
By default, values at intermediate times are computed using first-order interpolation:

https://wolfram.com/xid/0bdpcnxgi-pf2sp

https://wolfram.com/xid/0bdpcnxgi-bw0lim

https://wolfram.com/xid/0bdpcnxgi-gwhayj

Use ResamplingMethod to assign a constant value at intermediate times:

https://wolfram.com/xid/0bdpcnxgi-hjmdye

https://wolfram.com/xid/0bdpcnxgi-i7xkar


https://wolfram.com/xid/0bdpcnxgi-cm8fy5

https://wolfram.com/xid/0bdpcnxgi-hrguyq

TemporalRegularity (1)
TimeZone (1)
Specify the time zone of TimeSeries:

https://wolfram.com/xid/0bdpcnxgi-06gqr2

The time stamps were created in $TimeZone, but the dates are displayed in the time zone specified by the option:

https://wolfram.com/xid/0bdpcnxgi-nvahn3

Applications (13)Sample problems that can be solved with this function
Astronomy (2)
Use SunPosition to generate the Sun's position in Chicago for a range of dates:

https://wolfram.com/xid/0bdpcnxgi-pgk2i

Plot the variation of the azimuth and the altitude for this period:

https://wolfram.com/xid/0bdpcnxgi-ctzk3q

Use MoonPosition to generate the Moon's position for a range of dates:

https://wolfram.com/xid/0bdpcnxgi-6bajv

Verify that the Moon's orbit is tilted with respect to the Earth's equator:

https://wolfram.com/xid/0bdpcnxgi-d5jhal

Demographics (1)
Use CountryData to generate the GDP for UK and Germany:

https://wolfram.com/xid/0bdpcnxgi-ftocxs


https://wolfram.com/xid/0bdpcnxgi-e4am93

Compare the GDP of these two countries:

https://wolfram.com/xid/0bdpcnxgi-n2csm

Finance (1)

https://wolfram.com/xid/0bdpcnxgi-ink7wn


https://wolfram.com/xid/0bdpcnxgi-bvgunw


https://wolfram.com/xid/0bdpcnxgi-oxn7cw

Forecast to the next half a year:

https://wolfram.com/xid/0bdpcnxgi-cian3m

https://wolfram.com/xid/0bdpcnxgi-hipkcc

Weather (1)
Average temperature on the first day of a month in Chicago, IL:

https://wolfram.com/xid/0bdpcnxgi-zkuwd6

https://wolfram.com/xid/0bdpcnxgi-c48j10


https://wolfram.com/xid/0bdpcnxgi-e8xj2z


https://wolfram.com/xid/0bdpcnxgi-hn5zko

Forecast the average temperatures on the first day of a month for the next three years:

https://wolfram.com/xid/0bdpcnxgi-mbc5fn

https://wolfram.com/xid/0bdpcnxgi-j1xo8i

Energy (1)
Use NuclearReactorData to visualize energy production for the Chernobyl reactors:

https://wolfram.com/xid/0bdpcnxgi-2j6vk1


https://wolfram.com/xid/0bdpcnxgi-vu7it0


https://wolfram.com/xid/0bdpcnxgi-gmxrae

Meteorology (2)
Use AirPressureData to examine pressure reading drops due to Hurricane Sandy at Long Island MacArthur Airport:

https://wolfram.com/xid/0bdpcnxgi-4niz8


https://wolfram.com/xid/0bdpcnxgi-i430gc

Use WindSpeedData to compare the wind speeds at John F. Kennedy Airport during summer and winter:

https://wolfram.com/xid/0bdpcnxgi-bcoh6h


https://wolfram.com/xid/0bdpcnxgi-gmi2t2


https://wolfram.com/xid/0bdpcnxgi-jqrlux

Devices (2)
Capture a 10-second time series at 0.05-second intervals:

https://wolfram.com/xid/0bdpcnxgi-ux9xle

https://wolfram.com/xid/0bdpcnxgi-s716zq

Plot the time series along with a moving average:

https://wolfram.com/xid/0bdpcnxgi-z0ir26

The following time series is generated by reading illuminance data from a TinkerForge Weather Station every 0.1 second for 5 seconds while continuously changing the device orientation:

https://wolfram.com/xid/0bdpcnxgi-jorz2d

https://wolfram.com/xid/0bdpcnxgi-f8v0n1

Min, Mean, and Max for the data:

https://wolfram.com/xid/0bdpcnxgi-e2qmdu

Generate illuminance data by alternately switching the ambient light source on and off:

https://wolfram.com/xid/0bdpcnxgi-b1diya
A plot of the time series reveals the approximate periodic nature of the data:

https://wolfram.com/xid/0bdpcnxgi-ixf163

Verify the periodicity using Fourier:

https://wolfram.com/xid/0bdpcnxgi-hamofs

https://wolfram.com/xid/0bdpcnxgi-jz6bag

Filtering (1)
Use MeanFilter to filter a time series:

https://wolfram.com/xid/0bdpcnxgi-xi8vx


https://wolfram.com/xid/0bdpcnxgi-i3ljm6

https://wolfram.com/xid/0bdpcnxgi-b4no3i

Sales (2)
The following data represents annual sales for a small software company for 11 years:

https://wolfram.com/xid/0bdpcnxgi-dq9vlv

Use LinearModelFit to fit a linear model to this data:

https://wolfram.com/xid/0bdpcnxgi-dxe862

Plot the original data along with the values obtained using the linear model:

https://wolfram.com/xid/0bdpcnxgi-bc6zha

Apply exponential smoothing with weight 0.45 to the data:

https://wolfram.com/xid/0bdpcnxgi-csi2jq

https://wolfram.com/xid/0bdpcnxgi-gt2zgo

Plot the original data along with the values obtained using exponential smoothing:

https://wolfram.com/xid/0bdpcnxgi-d0etb6

Fit a parametric model to retail sales data for the US between 1992 and 2015:

https://wolfram.com/xid/0bdpcnxgi-ihiqn6

Construct a time series model for the data using TimeSeriesModelFit:

https://wolfram.com/xid/0bdpcnxgi-j77std

Use the model to forecast the next three months:

https://wolfram.com/xid/0bdpcnxgi-nq3sdi


https://wolfram.com/xid/0bdpcnxgi-ljmj6t

Properties & Relations (4)Properties of the function, and connections to other functions
TimeSeries interpolates the values between time stamps:

https://wolfram.com/xid/0bdpcnxgi-e7vko4

https://wolfram.com/xid/0bdpcnxgi-rpx90a


https://wolfram.com/xid/0bdpcnxgi-zzm65t

Use EventSeries to represent discrete times:

https://wolfram.com/xid/0bdpcnxgi-y92np


https://wolfram.com/xid/0bdpcnxgi-cf2uj

However, EventSeries does not interpolate the values between time stamps:

https://wolfram.com/xid/0bdpcnxgi-de2gp5

You can convert from one to the other:

https://wolfram.com/xid/0bdpcnxgi-e69972

TimeSeries can contain a single path only:

https://wolfram.com/xid/0bdpcnxgi-f42y7

https://wolfram.com/xid/0bdpcnxgi-30t6f1


https://wolfram.com/xid/0bdpcnxgi-8sxfwl

The time series has only one path:

https://wolfram.com/xid/0bdpcnxgi-tzlr81

Create individual TimeSeries for each row of data:

https://wolfram.com/xid/0bdpcnxgi-q6rzsg


https://wolfram.com/xid/0bdpcnxgi-w3sqxe

Compare to the first row of the data:

https://wolfram.com/xid/0bdpcnxgi-jsu2e1

Use TemporalData to contain multiple paths:

https://wolfram.com/xid/0bdpcnxgi-gnz6zn


https://wolfram.com/xid/0bdpcnxgi-hg6rvb

TimeSeries at a point returns a value or interpolates:

https://wolfram.com/xid/0bdpcnxgi-06412c

https://wolfram.com/xid/0bdpcnxgi-5ln9dr

Evaluating at a time stamp and in between time stamps:

https://wolfram.com/xid/0bdpcnxgi-t7ow3s

Use TemporalData to store multiple paths and obtain distribution of the values at a point:

https://wolfram.com/xid/0bdpcnxgi-71qowi

https://wolfram.com/xid/0bdpcnxgi-swcjjv


https://wolfram.com/xid/0bdpcnxgi-87c0ng

Evaluating at a time stamp and in between time stamps:

https://wolfram.com/xid/0bdpcnxgi-q8yz0o

TimeSeries at a time outside the time domain extrapolates:

https://wolfram.com/xid/0bdpcnxgi-nzwd1q


https://wolfram.com/xid/0bdpcnxgi-meijhs

The warning message is not being issued by default but can be turned on:

https://wolfram.com/xid/0bdpcnxgi-i5kr6k

https://wolfram.com/xid/0bdpcnxgi-4nxc9y



https://wolfram.com/xid/0bdpcnxgi-lo5el
Possible Issues (6)Common pitfalls and unexpected behavior
Multidimensional data may be confused with time-value pairs:

https://wolfram.com/xid/0bdpcnxgi-200znh

https://wolfram.com/xid/0bdpcnxgi-ixhirh


https://wolfram.com/xid/0bdpcnxgi-0s8bll

Specify ValueDimensions to treat the data as vector-valued:

https://wolfram.com/xid/0bdpcnxgi-yemz2a


https://wolfram.com/xid/0bdpcnxgi-2l16kl

Accumulating irregularly sampled time series:

https://wolfram.com/xid/0bdpcnxgi-fonccy

https://wolfram.com/xid/0bdpcnxgi-kwsr7e

Accumulate will resample to create regularly sampled time series:

https://wolfram.com/xid/0bdpcnxgi-gbc5m0

Compare with accumulated values:

https://wolfram.com/xid/0bdpcnxgi-q89a5v

To recover that behavior, assume TemporalRegularity:

https://wolfram.com/xid/0bdpcnxgi-kinabk

TimeSeries always interpolates between the time stamps:

https://wolfram.com/xid/0bdpcnxgi-z3i23l

https://wolfram.com/xid/0bdpcnxgi-g4fk4y


https://wolfram.com/xid/0bdpcnxgi-rku51

To still have Missing between time stamps, use it as the value:

https://wolfram.com/xid/0bdpcnxgi-xv60dz

https://wolfram.com/xid/0bdpcnxgi-2cioum


https://wolfram.com/xid/0bdpcnxgi-v7t0x2

If the ResamplingMethod specification is not an implemented one, it will assume the value Automatic:

https://wolfram.com/xid/0bdpcnxgi-m87sgr

https://wolfram.com/xid/0bdpcnxgi-7qchey

Component names must be strings:

https://wolfram.com/xid/0bdpcnxgi-llqm54

https://wolfram.com/xid/0bdpcnxgi-d4imac


Path component names must be non-empty strings:

https://wolfram.com/xid/0bdpcnxgi-qmu0b5

https://wolfram.com/xid/0bdpcnxgi-zv1u0h


Time series with repeated component names:

https://wolfram.com/xid/0bdpcnxgi-qw2mff


https://wolfram.com/xid/0bdpcnxgi-8ghdnv

For a repeated name, only the first component will be repeatedly extracted:

https://wolfram.com/xid/0bdpcnxgi-o8quhb

Use an index to access the next components with the same name:

https://wolfram.com/xid/0bdpcnxgi-728le9

Neat Examples (2)Surprising or curious use cases
Generate the analemma of the Sun (Sun's position at 9am in 10-day increments):

https://wolfram.com/xid/0bdpcnxgi-ecaywl


https://wolfram.com/xid/0bdpcnxgi-gsnuda

Animate the movement of the continental plates during the Mesozoic Era:

https://wolfram.com/xid/0bdpcnxgi-v8uhp7

https://wolfram.com/xid/0bdpcnxgi-svkicy

https://wolfram.com/xid/0bdpcnxgi-f0rug1


https://wolfram.com/xid/0bdpcnxgi-ysllc4

Wolfram Research (2014), TimeSeries, Wolfram Language function, https://reference.wolfram.com/language/ref/TimeSeries.html (updated 2015).
Text
Wolfram Research (2014), TimeSeries, Wolfram Language function, https://reference.wolfram.com/language/ref/TimeSeries.html (updated 2015).
Wolfram Research (2014), TimeSeries, Wolfram Language function, https://reference.wolfram.com/language/ref/TimeSeries.html (updated 2015).
CMS
Wolfram Language. 2014. "TimeSeries." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/TimeSeries.html.
Wolfram Language. 2014. "TimeSeries." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/TimeSeries.html.
APA
Wolfram Language. (2014). TimeSeries. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/TimeSeries.html
Wolfram Language. (2014). TimeSeries. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/TimeSeries.html
BibTeX
@misc{reference.wolfram_2025_timeseries, author="Wolfram Research", title="{TimeSeries}", year="2015", howpublished="\url{https://reference.wolfram.com/language/ref/TimeSeries.html}", note=[Accessed: 02-April-2025
]}
BibLaTeX
@online{reference.wolfram_2025_timeseries, organization={Wolfram Research}, title={TimeSeries}, year={2015}, url={https://reference.wolfram.com/language/ref/TimeSeries.html}, note=[Accessed: 02-April-2025
]}