TimeSeriesMapThread

TimeSeriesMapThread[f,tseries]

gives {{t1,f[t1,x1]},{t2,f[t2,x2]},} for the time series tseries.

TimeSeriesMapThread[f,tseries,{{a1,a2,},{b1,b2,},}]

gives {{t1,f[t1,x1,a1,b1,]},{t2,f[t2,x2,a2,b2,]},} for the time series tseries.

Details

Examples

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Basic Examples  (2)

Apply a function f to the times and values in a time series:

Create a series with increasing variance as a function of time:

Add quadratic trend to the values:

Scope  (7)

Basic Uses  (2)

Set a value at time 3 to 0:

Add time-dependent noise to a vector-valued signal:

Data Types  (5)

Apply a function f to a list of time-value pairs:

Set the values for times greater than 3 in TimeSeries to 1:

Visualize TemporalData for integer times:

Set the middle 50 values of EventSeries to 0:

Modify the values of a time series involving quantities:

Modify the values for times greater than 2:

Applications  (5)

Inflation  (1)

The following are spot oil prices from 1970 to 2010. This data is not corrected for inflation:

The consumer price index (CPI) is often used to correct historical prices for inflation:

Adjusted prices for inflation using the most recent value of the CPI:

Find the adjusted oil price on March 5, 2001:

Weather  (1)

The following are monthly average temperatures for a Missouri city over a three-year period. Separate the seasonal and nonseasonal components of this data:

Fit a model for the seasonal component:

Use the model to obtain the nonseasonal component:

Combining the components yields the original data:

Simulation  (1)

Use TimeSeriesMapThread to simulate a transformed random process:

Simulate WienerProcess:

Apply transformation to the random sample to obtain Brownian bridge:

Compare to the corresponding BrownianBridgeProcess:

GDP  (1)

Study the discrepancy in the estimate of GDP for Switzerland, in dollars:

The currency in which data is given:

Transfer to US dollars and adjust for inflation:

Moon Phases  (1)

Create a lunar calendar in which the background color depends on the fraction of the moon illumination:

Create a new series of labeled images with gradient background:

Visualize the lunar calendar:

Introduced in 2014
 (10.0)