TimeSeriesMap
TimeSeriesMap[f,tseries]
applies f to the values in tseries.
Details
- TimeSeriesMap is used to apply functions to the values in a time series.
- TimeSeriesMap can be used for regularly and irregularly spaced time series.
- The input tseries can be a list of values {x1,x2,…}, a list of time-value pairs {{t1,x1},{t2,x2},…}, a TimeSeries, an EventSeries, or TemporalData.
- TimeSeriesMap threads pathwise for tseries with multiple paths.
Examples
open allclose allBasic Examples (2)
Scope (9)
Basic Uses (3)
Map a function over a time series:
Use Standardize:
Use TimeSeriesMap to find the norm of each value of a vector-valued time series:
Data Types (6)
Set extreme values to Missing for a list of time-value pairs:
Double the values of a TimeSeries:
Add 50 to the values of TemporalData:
Represent the events in an EventSeries by alternating colored disks:
Add a Quantity to a time series with quantities:
Applications (7)
Visualize current maximum prices of stock over a given investment horizon:
Use TimeSeriesMap to calculate determinants of covariance matrices for an ARProcess:
Replace Missing[] differently for each component of vector-valued TimeSeries using:
Visualize the evolution of rail lines in Japan, starting in 1980:
Check the units in which the length is given:
Convert the length to kilometers:
The unemployment is the corresponding fraction of the labor force:
Each value component corresponds to one gender:
Use TimeSeriesMap to find the total unemployement:
Time series of wind speeds in Champaign, IL, in May 2014:
Specify how to handle missing values:
Use TimeSeriesMap to build the time series for the power output of a 1.5 MW wind turbine:
Visualize the daily moving average of the energy output:
Simulate GeometricBrownianMotionProcess by transforming a WienerProcess where :
Apply the transformation to a random sample to obtain the geometric Brownian motion:
Compare to the corresponding GeometricBrownianMotionProcess:
Both simulations should have the same statistical properties, including for slices:
Properties & Relations (1)
Neat Examples (2)
Visualize market share of web browsers:
The time series contains the percentage of market share for each month:
Extract top seven dominant browsers for each month:
Create a phase plot of sunrise and sunset times through a year:
The values are event times up to a minute:
Text
Wolfram Research (2014), TimeSeriesMap, Wolfram Language function, https://reference.wolfram.com/language/ref/TimeSeriesMap.html.
CMS
Wolfram Language. 2014. "TimeSeriesMap." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/TimeSeriesMap.html.
APA
Wolfram Language. (2014). TimeSeriesMap. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/TimeSeriesMap.html