TimeSeriesAggregate
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TimeSeriesAggregate
詳細

- TimeSeriesAggregateは,年平均あるいは月の合計のような集約統計を計算するために,時系列解析にしばしば用いられる.
- TimeSeriesAggregateは,時系列 tseries を,等幅(dt)の左が閉じて右が開いた不連続な窓に分割し,関数 f を各区間の値に適用する.
- ある区間に値がない場合,その区間は無視される.
- 時系列 tseries は,値のリスト{x1,x2,…},時点と値のペアのリスト{{t1,x1},{t2,x2},…},TimeSeries,EventSeries,TemporalDataのいずれかでよい.
- 窓の幅 dt は,正の数,Quantity,あるいは日付の増分として与えることができる.
- 窓指定{dt,align}を使って,各窓内の新たな時点の揃え方を決めることができる.
- 窓の揃え方 align の設定値には,Left,Center(デフォルト),Rightがある.
- TimeSeriesAggregateは,複数経路のTemporalDataについては,経路ごとに縫い込まれる.


例題
すべて開くすべて閉じる例 (3)基本的な使用例
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https://wolfram.com/xid/0e494ruz8s1gj4-nefi9e
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https://wolfram.com/xid/0e494ruz8s1gj4-ed33nv
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スコープ (20)標準的な使用例のスコープの概要
基本的な用法 (3)
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https://wolfram.com/xid/0e494ruz8s1gj4-cp7smw
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https://wolfram.com/xid/0e494ruz8s1gj4-e5u87p
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https://wolfram.com/xid/0e494ruz8s1gj4-0l162
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https://wolfram.com/xid/0e494ruz8s1gj4-bet4v4
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データの型 (8)
関数 f を使って,4つずつのブロックにしたベクトルを合計する:
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https://wolfram.com/xid/0e494ruz8s1gj4-g23ob
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https://wolfram.com/xid/0e494ruz8s1gj4-bsap59
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https://wolfram.com/xid/0e494ruz8s1gj4-i0e9fs
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TimeSeriesの幅10の区間について,最大値を計算する:
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https://wolfram.com/xid/0e494ruz8s1gj4-fqa9z
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https://wolfram.com/xid/0e494ruz8s1gj4-edx9ky
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https://wolfram.com/xid/0e494ruz8s1gj4-ggq5vw
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TemporalDataについて,幅10の中央値を計算する:
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https://wolfram.com/xid/0e494ruz8s1gj4-b9s2oq
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https://wolfram.com/xid/0e494ruz8s1gj4-d4rw7t
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https://wolfram.com/xid/0e494ruz8s1gj4-bnqp2v
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EventSeriesについて,幅5の合計を計算する:
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https://wolfram.com/xid/0e494ruz8s1gj4-gr4crr
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https://wolfram.com/xid/0e494ruz8s1gj4-1bfoq
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https://wolfram.com/xid/0e494ruz8s1gj4-moakhp
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https://wolfram.com/xid/0e494ruz8s1gj4-bltp1u
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https://wolfram.com/xid/0e494ruz8s1gj4-hms7wz
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https://wolfram.com/xid/0e494ruz8s1gj4-bfjuvy
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https://wolfram.com/xid/0e494ruz8s1gj4-9c5e
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https://wolfram.com/xid/0e494ruz8s1gj4-bmoyyy
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窓の幅 (5)
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https://wolfram.com/xid/0e494ruz8s1gj4-gb7ru
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https://wolfram.com/xid/0e494ruz8s1gj4-c2qnvz
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Quantityを使って窓の幅を指定する:
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https://wolfram.com/xid/0e494ruz8s1gj4-3tehj
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https://wolfram.com/xid/0e494ruz8s1gj4-qprll
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https://wolfram.com/xid/0e494ruz8s1gj4-en06vx
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https://wolfram.com/xid/0e494ruz8s1gj4-bbway
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https://wolfram.com/xid/0e494ruz8s1gj4-ki83ej
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揃え (4)
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https://wolfram.com/xid/0e494ruz8s1gj4-fx516g
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https://wolfram.com/xid/0e494ruz8s1gj4-d141gg
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https://wolfram.com/xid/0e494ruz8s1gj4-dlmum
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https://wolfram.com/xid/0e494ruz8s1gj4-lk717m
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https://wolfram.com/xid/0e494ruz8s1gj4-pegdfk
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アプリケーション (2)この関数で解くことのできる問題の例
市場のボラティリティ (1)
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https://wolfram.com/xid/0e494ruz8s1gj4-fudd2k
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https://wolfram.com/xid/0e494ruz8s1gj4-cs23r1
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https://wolfram.com/xid/0e494ruz8s1gj4-su1nl
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https://wolfram.com/xid/0e494ruz8s1gj4-6ht2o
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https://wolfram.com/xid/0e494ruz8s1gj4-ckqd3
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特性と関係 (1)この関数の特性および他の関数との関係
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https://wolfram.com/xid/0e494ruz8s1gj4-khywon
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https://wolfram.com/xid/0e494ruz8s1gj4-yl3mwp
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https://wolfram.com/xid/0e494ruz8s1gj4-rhuh82
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Wolfram Research (2014), TimeSeriesAggregate, Wolfram言語関数, https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html (2017年に更新).
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Wolfram Research (2014), TimeSeriesAggregate, Wolfram言語関数, https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html (2017年に更新).
テキスト
Wolfram Research (2014), TimeSeriesAggregate, Wolfram言語関数, https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html (2017年に更新).
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Wolfram Research (2014), TimeSeriesAggregate, Wolfram言語関数, https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html (2017年に更新).
CMS
Wolfram Language. 2014. "TimeSeriesAggregate." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2017. https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html.
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Wolfram Language. 2014. "TimeSeriesAggregate." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2017. https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html.
APA
Wolfram Language. (2014). TimeSeriesAggregate. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html
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Wolfram Language. (2014). TimeSeriesAggregate. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html
BibTeX
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@misc{reference.wolfram_2025_timeseriesaggregate, author="Wolfram Research", title="{TimeSeriesAggregate}", year="2017", howpublished="\url{https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html}", note=[Accessed: 06-April-2025
]}
BibLaTeX
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@online{reference.wolfram_2025_timeseriesaggregate, organization={Wolfram Research}, title={TimeSeriesAggregate}, year={2017}, url={https://reference.wolfram.com/language/ref/TimeSeriesAggregate.html}, note=[Accessed: 06-April-2025
]}