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:

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

Scope  (9)

Basic Uses  (3)

Rescale a time series to run from 0 to 20:

Expand or contract the time range of a time series:

Rescale date-valued times to be numeric:

Number of days between the first and last points of a time series:

Rescale datevalued times to be integers:

Data Types  (6)

Rescale the times for a vector to run from 0 to 8:

Rescale the times for a series of time-value pairs to run from 10 to 50:

Rescale the times of a TimeSeries to run from 0 to 399:

Rescale the times of an EventSeries to run from 5 to 49:

Rescale the times of TemporalData to run from 10 to 100:

Rescale a time series involving quantities:

Applications  (2)

Create a series with increasing variance and rescale to calendar time:

Rescale to begin on May 24, 1982, and step by week:

Rescale a time series with logical time stamps to calendar times in months:

Properties & Relations  (1)

TimeSeriesRescale rescales the time stamps in agreement with temporal regularity assumption:

Define a copy with assumed temporal regularity:

Rescale from 1 to 12 (where 12 is the length of the path):

TimeSeriesRescale preserves the proportional distances between the time stamps:

Introduced in 2014
 (10.0)