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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}]

Now I need to create a randomized control of this data: essentially, I need to treat the y and t values as their own lists and only randomize the y values while keeping the t values in the same order (0-999).

However, I have not found a way to separate the data, and the built in random functions are unable to preform this task (or so says my Google Fu).

Any help would be much appreciated.

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  • $\begingroup$ Your ts5 data is wrapped in a TemporalData object. You can use First@ts5["Paths"] to get a {{t0, y0}, {t1, y1}...} regular list of pairs. $\endgroup$ – MarcoB May 13 '16 at 16:50
  • $\begingroup$ Thank you @MarcoB! I will update my post with my new attempt. $\endgroup$ – FoxForceFive May 13 '16 at 16:59
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Extract the path from the TemporalData object, then isolate the $y$ values and produce a random permutation using RandomSample; finally add back the $t$ values:

ts5List = First@ts5["Paths"];
scrambled = Transpose@{ts5List[[All, 1]], RandomSample[ts5List[[All, 2]], Length[ts5List]]}

ListPlot[scrambled]

Mathematica graphics

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  • $\begingroup$ This is exactly what I needed. $\endgroup$ – FoxForceFive May 13 '16 at 17:07
  • $\begingroup$ @FoxForceFive glad to be of help! $\endgroup$ – MarcoB May 13 '16 at 18:10
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Working from what @MarcoB suggested, I came up with:

    ts5randomized = RandomSample[ts5["Values"]];
    ts5randomizeSeries = TimeSeries[ts5randomized, {0, 999, 1}]
    ListLinePlot[ts5randomizeSeries]

This appears to be what I needed. Thanks again @MarcoB!

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