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I have multiple time series measured in different units. I want to have a stacked plot of my data with a common x-axis. An example would be here. For illustration, here is my data.

nobs = 100;
TS1= RandomVariate[NormalDistribution[0, 1], nobs];
TS2= Accumulate[RandomVariate[NormalDistribution[0, 5], nobs]];
TS3= RandomInteger[{-10, 100}, nobs];
dates = DateRange[DatePlus[Today, Quantity[-nobs + 1, "Days"]], Today];
mytsdata = TimeSeries[#, {dates}] & /@ {TS1, TS2, TS3};
mergeddata = TimeSeriesThread[# &, mytsdata];

I can use DateListPlot or StackedDateListPlot to plot my data set mytsdata or mergeddata but none of these plots serve my interest. I created a graph using MATLAB and looks like this. enter image description here

Is it possible to create a similar graph using Ma codes? Flexibility to change graph properties would add much value. The main requirement is that there has to be one and only one x-axis. Time series could be of different lengths.

Update: Here is a list of several time series with different lengths.

nobs = 100;
dates = DateRange[DatePlus[Today, Quantity[-nobs + 1, "Days"]], Today];
s1 = RandomVariate[NormalDistribution[0, 1], nobs];
s1ts = TimeSeries[s1, {dates}];
s2 = Accumulate[RandomVariate[NormalDistribution[0, 5], nobs - 25]];
s2ts = TimeSeries[s2, {dates[[26 ;;]]}];
s3 = RandomInteger[{-10, 100}, nobs - 50];
s3ts = TimeSeries[s3, {dates[[51 ;;]]}];
mergeddata2 = 
  TimeSeriesThread[# &, {s1ts, s2ts, s3ts}, 
   ResamplingMethod -> Missing[]];

I want to plot mergeddata2 as follows. enter image description here Time and 2020 at the bottom of the graph are not required. Thank you in advance.

Update 2:

Incorporating Rohit's suggestion, I was able to generate my graph with the following codes:

drange = {mergeddata2["Dates"][[1]], mergeddata2["Dates"][[-1]]};
ResourceFunction["PlotGrid"][{
  {DateListPlot[s1ts, Frame -> True, 
    PlotRange -> {drange, Automatic}]},
  {DateListPlot[s2ts, Frame -> True, 
    PlotRange -> {drange, Automatic}]},
  {DateListPlot[s3ts, Frame -> True, PlotRange -> {drange, Automatic}]}
  }
 ]

enter image description here

Any suggestions for further improvement would be welcomed.

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3 Answers 3

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The resource function PlotGrid has a lot of options for controlling the layout and axes.

ResourceFunction["PlotGrid"][mytsdata // Map[DateListPlot /* List]]

enter image description here

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  • $\begingroup$ @ Rohit, thank you for your answer. I really appreciate it. $\endgroup$
    – DLT
    Commented Oct 21, 2020 at 22:45
  • $\begingroup$ @DLT You are welcome, but you should really thank Lucas Lang, the author of PlotGrid :-). $\endgroup$ Commented Oct 21, 2020 at 23:02
  • $\begingroup$ @RohitNamjoshi -- You definitely win the code golf match. What an elegant solution. I hadn't known these ResourceFunctions existed. Many thanks. $\endgroup$
    – Jagra
    Commented Oct 21, 2020 at 23:49
  • $\begingroup$ @ Rohit, with your suggestion, I was able to generate the graph: drange = {mergeddata2["Dates"][[1]], mergeddata2["Dates"][[-1]]}; ResourceFunction["PlotGrid"][{ {DateListPlot[s1ts, Frame -> True, PlotRange -> {drange, Automatic}]}, {DateListPlot[s2ts, Frame -> True, PlotRange -> {drange, Automatic}]}, {DateListPlot[s3ts, Frame -> True, PlotRange -> {drange, Automatic}]} } ] $\endgroup$
    – DLT
    Commented Oct 22, 2020 at 0:55
  • $\begingroup$ @DLT Cool. Another way to generate drange without the need for TimeSeriesThread. {s1ts, s2ts, s3ts} // Map[{#["FirstDate"], #["LastDate"]} &] // MinMax. $\endgroup$ Commented Oct 22, 2020 at 1:30
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This gets you most of what you want.

That said, I've edited this post a couple of times to arrive at the current solution.

Grid[{
{"TS1",DateListPlot[mytsdata[[1]], ImageSize -> 350, AspectRatio -> 1/2, ImagePadding -> {{25, 1}, {0, 0}}]},
{"TS2", DateListPlot[mytsdata[[2]], ImageSize -> 350, AspectRatio -> 1/2, ImagePadding -> {{25, 1}, {0, 0}}]},
{"TS3", DateListPlot[mytsdata[[3]], ImageSize -> 350, AspectRatio -> 1/2, ImagePadding -> {{25, 1}, {15, 0}}]},
{"", "TIME               2020"}
},
Alignment -> {Right, Left}]

enter image description here

Some explanation follows...

Mathematica, at least to my knowledge, doesn't enable you to do what you want straightforwardly.

My solution uses Grid to replicate the sacking of graphs you want.

As you can see, Grid has 3 DateListPlots.

I use ImagePadding to align the left vertical axes of the plots. I have not found an automatic way to do this. Maybe someone else has a suggestion.

I also use ImagePadding to overlap each successive plot over the one above it to the affect that it hides the bottom month labels for the 2 top plots. Other ways exist to do this. Let's see what other answers bring.

I've also added your TIME & 2020 in the bottom row of the Grid.

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  • $\begingroup$ @ Jagra, thank you for your time. The Column function would not be appropriate to have one common x-axis and for time series of different lengths. $\endgroup$
    – DLT
    Commented Oct 21, 2020 at 19:54
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Just to make sure that the TimeSeries objects have unique time signatures, I've written a few functions that create randomly spaced ranges of dates. These ranges start from Today plus or minus a random number of days and go back in time for a given number of steps.

Also, I provide a function that returns the common range for a number of different random date ranges (as described above).

Finally, in the code section, there's a function that composes a number of value lists and their corresponding date lists into TimeSeries objects.

Clear[randf, randomDate, aroundToday, randomDates]

(* Returns an integer between 3 and 7 *)
randf = (RandomInteger[{3, 7}, #] &) /* First;

(* Returns a date that is a random number of days before the input date *)
randomDate[date_, random_ : randf, unit_ : "Days"] := DatePlus[date, {-random[1], unit}];

(* Returns a random number of days before of after Today's date *)
aroundToday[random_ : randf, unit_ : "Days"] := DatePlus[Today, {RandomChoice[{-1, 1}] random[1], unit}];

(* Returns n randomly generated days starting from around Today and going back in random number of steps *)
randomDates[n_, random_ : randf, unit_ : "Days"] := With[{r = randomDate[#, random, unit] &},
  NestList[r, aroundToday[random, unit], n] // Reverse
 ]

(* Accepts lists of dates and returns their common range *)
dateRange[dates__] := Map[Through[{Min, Max}[#]] &, {dates}] // Transpose /* (
  MapThread[Construct, {{Min, Max}, #}] &)

(* Composes TimeSeries objects from a list of date lists and a list of value lists *)
(* A working assumption is that corresponding dates and values sublists are of the same Length ns[i]] *)
(* The returned TimeSeries have a random number of the original entries removed *)
makeTimeSeries[dates_, values_, ns_, random_ : randf] := MapThread[
  With[{t = #1, y = #2, is = RandomInteger[{1, #3}, randf[1]]},
    TimeSeries[#2, {#1}] & @@ Transpose[ReplacePart[Transpose[{t, y}], is -> Nothing // Thread]]
   ] &, {dates, values, ns}]

Making use of the code above, we can generate truly non-uniformly spaced dates for the values given in {s1, s2, s3}, which are the data with different lengths in the OP edit.

(* Obtained required data lengths *)
ns = Length /@ {s1, s2, s3};

(* Generate randomly spaced dates, starting from Today and extending back into the past *)
dates = Table[randomDates[n - 1], {n, ns}];

(* Finally, compose the corresponding TimeSeries objects *)
mytsdata = makeTimeSeries[dates, {s1, s2, s3}, ns]

(* Record the common range of the various date lists *)
rng = dateRange @@ ((#["Dates"] &) /@ mytsdata)

On my system, one evaluation of the code above produced eg.

enter image description here

enter image description here

Please, take note how all the time series have different ranges and different number of observations.

Now, in order to provide an answer to the OP, I have used the following function:

ClearAll[manyPlots]
Options[manyPlots] = {"Plot1" -> None, "Plot2" -> None, "Plot3" -> None};
manyPlots[ts_, opts : OptionsPattern[manyPlots]] := Module[{opts1, opts2, opts3, allOpts},
  allOpts = {opts1, opts2, opts3} = OptionValue[{"Plot1", "Plot2", "Plot3"}];
  MapThread[DateListPlot[#1, Apply[Sequence, #2]] &, {ts, allOpts}] // List /* Transpose /* GraphicsGrid
 ]

The manyPlots function, allows the user to pass different options to the various plots. Eg.

manyPlots[mytsdata, 
  "Plot1" -> {PlotLabel -> "a", PlotRange -> {rng, Automatic}}, 
    "Plot2" -> {PlotLabel -> "b", PlotRange -> {rng, Automatic}, PlotStyle -> ColorData[97, "ColorList"][[2]]}, 
      "Plot3" -> {PlotLabel -> "c", PlotRange -> {rng, Automatic}, PlotStyle -> ColorData[97, "ColorList"][[3]]}]

provides different labels to the plots and makes sure that they are all displayed over their common range. Also, it modifies the PlotStyle for the second and third plot.

enter image description here

I think that there are many other changes that can be accommodated using this approach.

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  • 1
    $\begingroup$ @ joka, thank you for your answer. I really appreciate it. $\endgroup$
    – DLT
    Commented Oct 21, 2020 at 22:44

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