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I have a set of time series sampled at one second intervals. For example,

  ts1 = TimeSeries[Table[k,{k,0,10}],{0,10}],
  ts2 = TimeSeries[Table[k^2/10,{k,0,10}],{15,25}]

The series do not overlap and are separated by gaps of many seconds.

How to join them to form a single time series such that any attempt to sample that series in a gap between the initial series results in a Missing value?

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    – rhermans
    Dec 15, 2022 at 11:29

1 Answer 1

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You can join the two TimeSeries using TimeSeriesInsert. Now to fill the gap with Missing, I recommend using TimeSeriesResample with the ResamplingMethod option set to None

tsj = TimeSeriesResample[
   TimeSeriesInsert[ ts1, ts2 ]
   , ResamplingMethod -> None
]

now

tsj["Values"]

(* {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, Missing[], Missing[], Missing[], Missing[], 0, 1/10, 2/5, 9/10, 8/5, 5/2, 18/5, 49/10, 32/5, 81/10, 10} *)

You can choose other methods too

ListLinePlot[  
   {
      TimeSeriesResample[
         TimeSeriesInsert[ ts1, ts2 ]
         , ResamplingMethod -> {"Constant",5}
      ],
      tsj
   }
   , Joined -> True
   , PlotTheme -> "Scientific"
]

enter image description here

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