TimeSeriesWindow

TimeSeriesWindow[tseries,{tmin,tmax}]

gives the elements of the time series tseries that fall between tmin and tmax.

TimeSeriesWindow[tseries,windowspec]

gives the elements of the time series tseries that satisfy the window specification windowspec.

Details and Options

  • TimeSeriesWindow is used to select a subset of a time series that falls in a given window.
  • The time series tseries can be a list of numeric values {x1,x2,}, a list of time-value pairs {{t1,x1},{t2,x2},}, a TimeSeries, EventSeries, or TemporalData.
  • The window times tmin and tmax can be given as Automatic, numbers, or dates. When tmin or tmax are given as Automatic, the first and last times in tseries are used, respectively.
  • The window specification windowspec can be given as:
  • {tmin,tmax}time or date limits
    DateObject[_, gran]a single granular DateObject
    dayspecuse day specification
  • Possible dayspec types are: "Weekday", "Weekend", Monday through Sunday, "BeginningOfMonth", "EndOfMonth", "BusinessDay" and "Holiday".
  • TimeSeriesWindow takes the following options:
  • ResamplingMethodAutomaticthe method to use for resampling paths
    IncludeWindowTimesFalsewhether to create values at tmin and tmax if not members of the time stamps
    CalendarType"Gregorian"the calendar system to interpret the dates
    HolidayCalendar{"UnitedStates","Default"}the holiday calendar schedule for business days
  • By default, the window times tmin and tmax are included only if they are also members of the times {t1,t2,} in tseries.
  • If tmin and tmax are outside the range of the {t1,t2,}, then the t1 and tn are used, respectively.

Examples

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Basic Examples  (1)

Extract a portion of a time series:

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Take the elements between May 4 and August 4 of 2012:

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Extract elements from June 2012:

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Extract elements that fall at the end of each month:

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Scope  (8)

Options  (4)

Applications  (2)

Introduced in 2014
(10.0)