Questions tagged [temporaldata]

Questions related to TemporalData objects (introduced in v.9) and relevant functions operating on such objects.

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3
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1answer
78 views

What is a proper way to represent multidimensional data in TemporalData?

A TemporalData object can host multiple paths or it can admit a ValueDimensions option value greater than unity. In the former ...
0
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1answer
87 views

Plotting rescaled time series and temporal data

I am trying to use ListLinePlot to plot three "Components" of my TemporalData in Mathematica. The three components differ widely in the range of the data. So, I want to Rescale each component and plot....
4
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3answers
67 views

List Manipulation - TemporalData on Uneven List

I would like ask you a question about using TemporalData on an uneven list. For example, suppose I have following lists: ...
1
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0answers
62 views

Dealing with Vector Outputs from ItoProcess, RandomProcess (Stochastic Differential Equations)

I'm modeling stochastic chemical kinetics and the ItoProcess[] function has served me well. I am trying to write an efficient code to analyze many (Paths) trajectories of several different reagents (...
3
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1answer
78 views

Plot dimension m of n ValueDimensions in TemporalData: with proper temporal values

I have a TemporalData object that has td["ValueDimensions"] =3. Right now I only have one sample, ...
0
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1answer
49 views

TemporalData Properties

Reading and testing a question&answer from this place I found the following: ...
7
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1answer
105 views

strange behaviour of TemporalData

Bug persisting through 11.2.0 For example, we have v = {10, 100}; u = {20, 2000}; t = {1, 2}; Then I construct two TemporalData ...
3
votes
1answer
65 views

Select or Drop time-value pairs in TimeSeries

I have an EventSeries object and I would like to keep/drop some time-value pairs in it based on a criterion, e.g., comparing to a threshold or what have you. What ...
2
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1answer
343 views

Mysterious “not a consistent list of real values” error from FindPeaks

I am working with temporal data objects and experimenting with FindPeaks. I find that the function sometimes fails with the error FindPeaks::arg: The argument ...
3
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1answer
88 views

Memory Issues Processing Temporal Data

I'm doing some basic trade accounting using MMA, as follows: ...
2
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1answer
84 views

Using TemporalData`DropTimes

I'm not able to figure out how the undocumented command TemporalData`DropTimes described here works. For example, I have ...
5
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1answer
99 views

Given a TemporalData object, can I determine whether it's a TimeSeries or an EventSeries?

If I have a function that accepts TemporalData objects, is there some mechanism whereby it can determine what kind of object it gets (...
1
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2answers
220 views

Intersection of TimeSeries (reducing a list of TemporalData objects to common dates)

It is possible to do simple math between TemporalSeries objects. For example ...
3
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1answer
181 views

Is there some way to implement automatic TimeSeries extrapolation or series continuation?

I am working with a large number of TimeSeries of irregular length. This means that if I sum them, or compute the mean, it cuts off at the terminus of the shortest ...
3
votes
2answers
113 views

Scaling the output of TemporalData object

The RandomFunction generates an output in the form of TemporalData. How can I plot a scaled version of this data, e.g., all values divided by $n$ with time kept fixed? I read this post but couldn't ...
1
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1answer
384 views

Resampling Data using Temporal Data

I am having a problem using TemporalData. I am simulating a two state system, and every time the system goes into a new state (which happens randomly), then I put ...
7
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1answer
401 views

How can temporal data with multiple paths be shown in one plot?

I am trying to plot SunPosition for an entire year. The examples I have seen plot a single day or one exact time across the entire year, not the full data set. (...
18
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1answer
1k views

best practices for saving Datasets and TemporalData to a SQL database

I have been working with a simulation tool that generates large volumes of data, and it's time to start saving this to a proper database. Is there an established mechanism for saving TemporalData ...
3
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1answer
108 views

Mathematica 10.1 doesn't recognize “Events” unit

Today's Wolfram blog post inspired me to play with the TemporalData and MovingMap features, and in the process of doing so, I ...
8
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2answers
155 views

Is there an equivalent to MovingMap[] for functions that work on more than one TimeSeries?

I have a family of functions that require two TimeSeries (A and B). As a trivial example, imagine a function called beta[tsA_,tsB_] that determines the slope of the linear regression line for the ...
4
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0answers
189 views

Is there a convenient way to sum TimeSeries objects in Mathematica?

Imagine I have two TimeSeries objects, ...
5
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2answers
712 views

TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?

I'm doing a finance project for my differential equations class to explore stochastic processes. I'm exploring IRA retirement funds. From the project write-up: Standing assumption: at time of ...
13
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1answer
314 views

Why are TimeSeries objects reported with head “TemporalData”?

Related Problem: What does it mean to be an object in Mathematica? I am quite surprised to find that ts = TimeSeries[ {1,2,3,4}, {{1,2,3,4}}]; Head @ ts ...
1
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2answers
146 views

How to select states with equal times

Can anyone show me how to select the states that have equal times-dates. For example, i have two time series. First that have 10 observations, say from 2014/10/1 to 2014/10/10, and second that have 7 ...
2
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1answer
649 views

How to combine TimeSeries of different dimensionality into TemporalData object?

I was wondering if it is possible to combine multiple TimeSeries data objects of values that have different dimensionality into one ...
15
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2answers
408 views

Temporal database reconstruction in mathematica

<EDIT> after some internet research I found the database domain that deals with this kind of thing: Temporal Databases. I think my question therefore becomes how to reconstruct a temporal ...
9
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3answers
331 views

Setting and changing MetaInformation for arbitrary objects

I work with a lot of dynamic data in {{date, datum}. . .} format, ...
50
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1answer
3k views

How can I manipulate TemporalData?

Version 9 introduced TemporalData but, truth be told, the documentation doesn't suggest that one can do much with it. Many of us have probably assumed we'd be ...
7
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1answer
196 views

Crash with subsetting TemporalData

The first line gets a single sample path for an M/M/1 queue for time between 0 and 100. No problem, I can plot it, etc. ...