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 efficiently. Therefore, can you recommend some references about time series analysis by Mathematica to improve my skills and knowledge? That would be better than asking about each single detail every time.
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$\begingroup$ Just curious, can you describe what kind of time series you want to analyze? $\endgroup$– JagraCommented Mar 4, 2016 at 14:13
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$\begingroup$ @Jagra personally, I'm working on coastal discharges and their power spectral density. $\endgroup$– MehmetCommented Mar 5, 2016 at 2:36
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2 Answers
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You could start looking at the online reference, such as: http://reference.wolfram.com/language/guide/TimeSeries.html http://reference.wolfram.com/language/guide/SignalProcessing.html
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I made an example in Mathematica, hope this help.
dataSet = Import["/Volumes/USB/sync/Mathematica/Time Series Analysis/AirPassengers.csv", "HeaderLines" -> 1 ,"DateStringFormat" -> {"Year", "-", "Month"}];
ts = TimeSeries[dataSet];
testStationarity[ts_] := Module[{ma, sd},
ma = MovingMap[Mean, ts, Quantity[12, "Months"]];
sd = MovingMap[StandardDeviation, ts, Quantity[12, "Months"]];
DateListPlot[{ts, ma, sd},
PlotLegends -> {"Original", "Moving Mean", "Moving STD"}]
];
testStationarity[dataSet]
