# Tagged Questions

Questions on sequences where adjacent samples are time-correlated, making the data suitable for modeling the behavior of the sampled system.

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### Using TemporalDataDropTimes

I'm not able to figure out how the undocumented command TemporalDataDropTimes described here works. For example, I have ...
52 views

### Timeseries Analysis. Calculating Returns, Correlations between timeseries data and overlapping data

I have a set of sample time-series data below of monthly prices for two companies. Q1. I want to calculate monthly and quarterly log returns.what is the most expedient way to do this? ...
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### Using Dataset with TimeObjects in EventSeries

I'm new to Mathematica, and while this is potentially quite easy, I'm having difficulty using TimeObjects in the EventSeries ...
40 views

### TimeSeriesAggregateâ€”reformatting the date

Compute Aggregated Statistics for a Time Series The article linked to above provides a sample of aggregating time series data. ...
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### Read timeseries data from CSV

I am new to Mathematica and have v10. I would like to you use the new TimeSeriesAggregate[tsdata, "Quarter", Total] feature to return aggregated descriptive stats. I import a number of columns of ...
42 views

### representing data for multivariate time series analysis

Please give a simple example of how to represent data for multivariate (vector) time series in Mathematica, so to use TimeSeriesModelFit?
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### Intercept in the ARProcess

In the ARProcess help file I don't understand whether an intercept is included or not. How would I add one? I am using version 9 of Mathematica.
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### Hidden Markov Model: emissions probabilities dependent on observable parameter

I need to fit an HMM where the emission probabilities (ep) are discrete and dependent on a known variable quantity. E.g.: Imagine a daily time series of binary emissions ("1" or "2"). I suppose an ...
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### Given a TemporalData object, can I determine whether it's a TimeSeries or an EventSeries?

If I have a function that accepts TemporalData objects, is there some mechanism whereby it can determine what kind of object it gets (...
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### Power spectrum density calulation with ARProcess

I have a measurement of $x$ coordinates of an oscillating particle at presence of noise taken at constant time steps of 1/60 s. The corresponding data set can be obtained here: http://goo.gl/...
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### Intersection of TimeSeries (reducing a list of TemporalData objects to common dates)

It is possible to do simple math between TemporalSeries objects. For example ...
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### Time series of a point using ImageFeatureTrack

This question regards tracking, however it is more about writing efficiency in mathematica compared to other programming softwares. I get the tracking of a point between two movie frames by: ...
123 views

### Time series package in Mathematica 9 [closed]

Is the time series package already installed in Mathematica 9? I have already installed Mathematica. Do I need to install the time series package? If so, from where? or should i go for Mathematica ...
714 views

### Stationarity tests

I have the Time Series package and Mathematica 8. In the package, there is the function 'StationaryQ' to test the stationarity of a known model. Is there any function in Mathematica to test the ...
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### How to specify RegularlySampledQ TimeSeries with EndOfMonth date unit MinimumTimeIncrement?

"EndOfMonth" is date unit that can be used with date functions. When specifying a TimeSeries object with date increments you ...
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### How to prevent TimeSeries adding TimeObject parameter and TimeZone option to DateObjects?

TimeSeries adds a TimeObject parameter and a TimeZone option to ...
238 views

### Plotting multiple lists together with their avarages in a single plot

I have as example multiple lists of x data (in mm) http://pastebin.com/7xwgGDsd which I want to plot against time (in sec). ...
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### TimeSeries interpolation with time gap awareness

Is there an option for ResamplingMethod (or any other practical way) for specifying different behaviours of the interpolation, depending on, for instance, closest dates (on the ...
70 views

### Extended AutoCorrelation Function

Is there a function in Mathematica capable of computing the sample Extended AutoCorrelation Function (EACF)? I know that there's a package in R that does this. I was trying to avoid to having to ...
575 views

I want to download historical S&P 500 stock prices and combined them into one big file, having only one column of date referencing all stocks. Here is what I have do so far. ...
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### Detrending a time-series by means of Discrete Wavelet Transform

I plot a time-series for observation as you can see in the plot: I tried to detrend the time series by 3 different approaches which are: 1) differences, 2) detrended fluctuation analysis, and 3) ...
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### Randomized Control of Time Series Data

I am trying to randomize the order of a time series data set. I generated my data as: ts5 = RandomFunction[FractionalBrownianMotionProcess[.5], {0, 999, 1}] ...
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### freezing in TimeSeriesForecast[]

I have been running TimeSeriesForecast[] over a large number of TimeSeriesModels, and finding that it freezes for some models for some datasets for reasons for reasons I can not figure out. See the ...
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### ListPlot of auto-correlation function pushes data 1 lag

I'm trying to plot a graph of a sample autocorrelation function at different lags. The code I'm using is ...
998 views

### Generating an autoregressive time series

Find $X_t = c_1 X_{t-1} + \dots + c_n X_{t-n} + n_t$ for given $c_i$, initial conditions $(X_1, \dots, X_n)$, and distribution for i.i.d. $n_t$. I would like to know if there is a more efficient or ...
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### Detrending a TimeSeries

I am trying to de-trend a time series that I know has some seasonality. So I thought I would try to use TimeSeries and DateObject functionality to do it. Here's what I have so far : ...
2k views

### Time-series decomposition in Mathematica

I'm studying time-series in R with this book, and there is a nice command in R that creates decompositions. Inside Mathematica 9 the command can be executed as: ...
84 views

### Help with Time-Seried dataset

I can't seem to figure out the best way for directly inputting interpolated values into a dataset. I turn to your expertise for guidance. So, I have a multi-year time-series dataset. Column 1 is time ...
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### Matching timestamped data

I bet this question is a gimme for most of you guys, but I'm having a bit o' trouble figuring it out. Thanks ahead of time for your input and help. Soooo, I have two datasets where column 1 is a ...
125 views

### References on time series analysis

I am interested in time series analysis. I used to evaluate my data by means of Excel. However, I found that Mathematica is a powerful tool that can process different kinds of mathematical operations ...
92 views

### EventSeries v. TimeSeries

I have what technically should be an event series, spike times of a neuron. Here's a subset of the spiking data - ...
247 views

### Extracting and displaying data from GW150914 hdf5 files

Has anyone looked at the LIGO data using Mathematica or know how to do this? I'm not familiar with the hdf5 format but I've been able to import the data, consisting primarily of 131,072 floating ...
102 views

### DateListPlot failing on Inflation Adjusted TimeSeries

Ran across this (possible bug) today. Here's historical West Texas Intermediate oil prices: ...
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### TimeSeriesInsert issue with Quantity expressions

Solved in Mathematica v10.3 This first sample code works as expected: ...
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### Finding a specific position within a TimeSeries Forecast [duplicate]

Say I have a timeseriesforecast on a series of data, result in $10, 30, 50, 100, 400, 700, \ldots$ I want the programme to output the serial number (position in the forecast-series) of the first ...
492 views

### Graphing time-series

I'm currently trying to use data gathered as a function of time (here, the fluorescence of a biological sample), but am new to Mathematica and don't know how to properly specify axis relations (and ...
176 views

### How can I implement a moving standard deviation for a time series?

I imported the following dataset and converted it into a time series. ...
887 views

### How to create a histogram of annual events, such as cherry blossom time

I have calculated blooming and ripening times for a specific variety of plant, based on actual temperature data from over 40 years. I would like to create two histograms on a single axis; one for ...
730 views

### Estimate parameters of the state space model

I'm using Mathematica 9 and its Control Systems functionality. I've searched the references extensively but seem not to be able to find any examples of state space model parameters estimation. All ...
607 views

### Detecting components in timeseries

I'm looking at this sequence of values: I'd like to detect the points where the center of the time-series shifts (around x=1000 and x=2000). Many of the transforms and smoothing methods I have ...
1k views

### Time-frequency analysis beyond wavelets

What possibilities are there for time-frequency analysis in Mathematica beyond wavelet decomposition? I could not even find a simple STFT.
160 views

### Add to matrix missing elements (for list of time series)

This question is an extension of the 43122. Iâ€™ve looked through many interesting post (like this) but (as always) missed the direct matching. So the setting is simple: ...
183 views

### Merging Financial Time Series

I am trying to merge two or more financial time series. For example, ...
139 views

### How do I plot EventSeries?

The documentation that I can find suggests that I should be able to plot an EventSeries with DateListPlot. But this doesn't work ...
114 views

### Why is TimeSeriesForecast linear?

When I use FinancialData with TimeSeriesForecast, the resulting graph is always linear and thus not very accurate. ...
100 views

### TimeSeriesForecast for a range

Now I have a tsm, say tsm=TimeSeriesModelFit[data]. Now, while using TimeSeriesForecast to ...
149 views

### Resampling Data using Temporal Data

I am having a problem using TemporalData. I am simulating a two state system, and every time the system goes into a new state (which happens randomly), then I put ...