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kglr
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Given a TimeSeries object tsts, how do I implement ExpandingMap similar to MovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]].

For example, the function Accumulate does exactly this with f=Total. I would like to have this functionality for an arbitrary function f.

Given a TimeSeries object ts, how do I implement ExpandingMap similar to MovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]].

For example, the function Accumulate does exactly this with f=Total. I would like to have this functionality for an arbitrary function f.

Given a TimeSeries object ts, how do I implement ExpandingMap similar to MovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]].

For example, the function Accumulate does exactly this with f=Total. I would like to have this functionality for an arbitrary function f.

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kglr
  • 400.5k
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  • 929

Given a TimeSeriesTimeSeries object ts, how do I implement ExpandingMapExpandingMap similar to MovingMapMovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]]t0=Min[ts["FirstTimes"]].

For example, the function AccumulateAccumulate does exactly this with f=Totalf=Total. I would like to have this functionality for an arbitrary function f.

Given a TimeSeries object ts, how do I implement ExpandingMap similar to MovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]].

For example, the function Accumulate does exactly this with f=Total. I would like to have this functionality for an arbitrary function f.

Given a TimeSeries object ts, how do I implement ExpandingMap similar to MovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]].

For example, the function Accumulate does exactly this with f=Total. I would like to have this functionality for an arbitrary function f.

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Expanding window map for time series

Given a TimeSeries object ts, how do I implement ExpandingMap similar to MovingMap, where the window is not moving but expanding. In pseudocode,

tsNew[tf] = f[TimeSeriesWindow[ts,{t0,tf}]],

where t0=Min[ts["FirstTimes"]].

For example, the function Accumulate does exactly this with f=Total. I would like to have this functionality for an arbitrary function f.