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

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Basic Examples  (1)

Rescale a time series to run from 1 to 100:

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

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Scope  (9)

Applications  (2)

Properties & Relations  (1)

Introduced in 2014
(10.0)