TimeSeriesThread

TimeSeriesThread[f,{tseries1,tseries2,}]

combines the tseriesi using the function f.

Details and Options

  • TimeSeriesThread is used to combine the values of multiple time series.
  • TimeSeriesThread can be used for regularly and irregularly spaced time series.
  • The input for each of the tseriesi can be a list of time-value pairs {{t1,x1},{t2,x2},}, a TimeSeries, EventSeries, or TemporalData.
  • All of the tseriesi must contain the same number of paths.
  • TimeSeriesThread threads pathwise for tseriesi with multiple paths.
  • The collection of paths {tseries1,tseries2,} can equivalently be given as TemporalData[{tseries1,tseries2,}].
  • If the times for the tseriesi are not equivalent, they are each resampled using the union of their times.
  • TimeSeriesThread takes the following option:
  • ResamplingMethodAutomaticthe method to use for resampling paths

Examples

open allclose all

Basic Examples  (4)

Obtain the sum of two time series:

Combine two time series using a generic function f:

Compute the differences between two financial time series:

Find the average path:

Scope  (7)

Basic Uses  (3)

Total 10 simulated BernoulliProcess paths:

Compute a min-max envelope for some process paths:

Create a 95% confidence envelope for some process paths:

Compute a time series of means and standard deviations :

A 95% confidence interval for a normal is given :

Data Types  (4)

Obtain the sum of two time series given by time-value pairs:

Obtain the difference between two TimeSeries:

Find the standard deviation of various paths in TemporalData:

Find the maximum values between two EventSeries:

Options  (1)

Resampling Method  (1)

Combine two time series with mismatched times:

Use zero-order interpolation:

Use interpolation order 1:

Applications  (3)

Simulate a jump-diffusion process:

Generate a time series of the Sun's position and the Moon's position over a period of two months:

Define a function to compute the angular distance between two objects on a sphere:

Find the time series for the angular distance between the Sun and the Moon:

Visualize the angular distance:

Study male unemployment in France:

Unemployment rates:

Convert rates to fractions:

Male unemployment is the corresponding fraction of the male labor force:

Neat Examples  (1)

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

Create a new event series with vector values composed of icons and fractions:

Visualize the lunar calendar:

Introduced in 2014
 (10.0)