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
- TimeSeriesMapThread 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.
- TimeSeriesMapThread threads over the paths in tseries.
Examples
open allclose allBasic Examples (2)
Scope (7)
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:
Applications (5)
Inflation (1)
Weather (1)
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)
Text
Wolfram Research (2014), TimeSeriesMapThread, Wolfram Language function, https://reference.wolfram.com/language/ref/TimeSeriesMapThread.html.
CMS
Wolfram Language. 2014. "TimeSeriesMapThread." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/TimeSeriesMapThread.html.
APA
Wolfram Language. (2014). TimeSeriesMapThread. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/TimeSeriesMapThread.html