TimeSeriesRescale

TimeSeriesRescale[tseries,{tmin,tmax}]

rescales the times in time series tseries to run from tmin to tmax.

TimeSeriesRescale[tseries,{tmin,tmax,tu}]

rescales times in units of tu including "Month", "Quarter", or "Year".

Details

  • TimeSeriesRescale is used to expand or contract the time range for a time series while preserving the ratios of the distances between times.
  • 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.
  • TimeSeriesRescale works on a multipath TemporalData as a whole, preserving the ratios of the distances between times across the paths.
  • The values tmin<tmax can be given as numbers or valid input to AbsoluteTime.
  • Time units tu can be any valid offset to DatePlus, as well as any purely numeric quantity.
  • The rescaled time series have time stamps , where and refer to time stamps of tseries and where is the distance between and in units of .
  • For numeric times, . For dates, is implicitly given by t_2=DatePlus[t_1,rho(t_1,t_2,t_u)t_u].

Examples

open allclose all

Basic Examples  (1)

Rescale a time series to run from 1 to 100:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=
In[3]:=
Click for copyable input
In[4]:=
Click for copyable input
Out[4]=

Rescale to a 100-day span, starting at today's date:

In[5]:=
Click for copyable input
In[6]:=
Click for copyable input
Out[6]=

Scope  (9)

Applications  (2)

Properties & Relations  (1)

See Also

MovingMap  TimeSeriesAggregate  TimeSeriesResample  TimeSeriesThread  RegularlySampledQ  MinimumTimeIncrement  TimeSeriesShift  TimeSeriesMap  TimeSeriesMapThread  TimeSeriesInsert  TimeSeriesModelFit  TimeSeriesWindow  TemporalData  TimeSeries  EventSeries

Introduced in 2014
(10.0)