# Questions tagged [time-series]

Questions on sequences where adjacent samples are time-correlated, making the data suitable for modeling the behavior of the sampled system.

334 questions
Filter by
Sorted by
Tagged with
38 views

...
33 views

### How to extract viewership data and what kind of distribution should describe youtube viewership for events in a video?

This is actually a 2-in-one question. I am a big chess fan, and I have been following the FIDE candidates tournament closely. I was watching an older interview where IM Levi Rozman interviews GM Ian ...
• 3,937
42 views

### Is there a filter for smoothing out data that only changes the last incoming value that isn't MovingAverage?

So I'm studying financial markets and I want to smooth out some data. This can be achieved by using MovingAverage(MA) or ExponentialMovingAverage(EMA) but I'm trying to find something better. There ...
46 views

### Ensemble averaging with non-identical (time) stamps

I have data which could be interpreted as time series, but with non-identical time stamps. Their format is: ...
1 vote
171 views

### How to Model a Parametric Fast Fourier Transform in Mathematica?

I'm using this code which evaluates the FFT of my original signal (which is a time series). Using the Manipulate function of Mathematica it is possible to vary the ...
69 views

### How to plot time-frequency evolution based on zero crossings?

In a paper that analyzes the data from GW150914, a time-frequency plot was shown. The paper proposes that, quote: An approximate version of the time-frequency evolution can also be obtained directly ...
418 views

### Calculating upper culmination of the Moon

I’m completely confused by the new astronomical data system in Mathematica. For every day in some interval, I want to calculate {azimuth, altitude} of the Moon in ...
• 1,729
1 vote
166 views

### How to make faster of a code containing more iteration points?

I am trying to evaluate a code of the Power Series Solution method to get the results. Also, the time of evaluation depends on the parameters I am using. When the iteration point is 50, 60, or 80, it ...
142 views

### Accumulate Date Data Over Some Period

Say I have a series of time points, spread randomly throughout the year ...
• 4,438
1 vote
101 views

### How to improve performance of making an Exponentially Weighted Correlation Matrix?

I would like to make an Exponentially Weighted version of Correlation (similar to https://pandas.pydata.org/pandas-docs/version/0.17.0/generated/pandas.ewmcov.html)....
1 vote
53 views

### How to join common dates on a TemporalData set with TimeSeriesThread (possible Bug)

Bug introduced in version 13.2 or earlier WRI have forwarded the problem to their developers. Case Number 5029803 I am trying to join TemporalData with many paths ...
1 vote
70 views

### How to Name a Path in TemporalData?

Preamble: I am working with stock prices and need to perform calculations on them. And then extract the information for further calculations. TimeSeries/...
1 vote
275 views

### Periodogram and frequency

On the x axis of periodogram, one should have either a period or frequency. What frequency is used in Periodogram --- angular or ...
• 3,960
1 vote
94 views

### Does anyone have any Mathematica code for rainflow counting for fatigue and damage equivalent load anlaysis?

‘Rainflow Counting’ is a method to determine the number of fatigue cycles present in a load-time history. See https://en.wikipedia.org/wiki/Rainflow-counting_algorithm There is a MatLab function that ...
• 63
88 views

### Plot a Time Series with a count of the number of times a particular date appears

I'm working with some data which includes an extensive list of dates. Some dates will appear multiple times, with each individual entry representing the date on which an event occurred. I would like ...
• 33
106 views

### FinancialIndicator does not work in InteractiveTradingChart with list form of stock data

I want to add some FinancialIndicator on InteractiveTradingChart when stock data is written in the form of list, ...
76 views

### How to get the time series of colored noise obtained by AudioGenerator function?

In the documentation I found a code that plots a Periodogram. ...
51 views

### Moving average MA(1) coefficient estimation

I am new to mathematica, I have some simulated a moving average, MA(1), data and I want to estimate the coefficients, theta, of it using Maximum likelihood estimation or log likelihood. Can someone ...
1 vote
62 views

### I am unable to improve the (MAProcess) time series model

I am a time series novice and have been learning the art/trade from examples while being governed by the NIST handbook (ch.6, sec.4). My question is regarding: How to improve the estimated time ...
• 5,351
151 views

### Fastest Way to Create Rectangular Array of TimeSeries Values

A very common problem in finance is how to create a rectangular array of values (price, or returns) for a list of timeseries. The following illustrates one way to do this, but it is very slow: it ...
• 409
50 views

### Force time series to drop the date part and keep only the time one

Mathematica's TimeSeries takes as an input the values and the time. If I have a TimeObject with timestamps (without the date, ...
• 56
39 views

### Moving Average not returning floats for time series [closed]

I have thousands of rows of time series data in the form below: ...
• 1,196
110 views

### Finding Missing Values in TimeSeries

With TimeSeries it is all too common to end up with something like this: ...
• 409
318 views

### Curve tracing for a given data set

I want to trace the curve for the given data set. This is my code ...
• 2,456
298 views

### How To Implement Discrete Fractional Differentiation in Mathematica

This question was borne out of my attempt to answer this question. How to calculate fractional differences of a timeseries? To recreate this in Matheamatica I wrote this code ...
85 views

### How can I join non-overlapping TimeSeries so that the gap between any two is considered to be Missing data?

I have a set of time series sampled at one second intervals. For example, ...
• 413
72 views

### Modify range of values in time series

I have downloaded some data: mydata = FinancialData["SP500", {{2014, 10, 23}, {2016, 10, 22}}] How can I set the values between two specified dates to ...
• 479
1 vote
35 views

### Display time series data in a table without weekday and time of the dates

I have downloaded some data: mydata = FinancialData["SP500", {{2014, 10, 23}, {2016, 10, 22}}] I would like to see them in a table where the date is ...
• 479
1 vote
82 views

### Plot shaded area from indicator variable

I have downloaded some data from the Federal Reserve of St Louis: ...
• 479
109 views

### Fourier transform of a wave-profile [closed]

Hi I tried to do a Fourier transform of a series of points from a plot from ma wave-train profile. The commands are as such ...
• 603
1 vote
150 views

### Extract the rolling period return from a timeseries

For example, let ts be defined as: ts= FinancialData["SBUX", "Close", {{2013, 1, 1}, {2013, 12, 1}}] How can I, for example, from ts a new ...
• 5,462
1 vote
56 views

### Construction of many logical sentences

Consider the set: c1 = {h1, h2, h3, h4, h5, h6, s1, s2, s3, s4, s5, s6}; How to build a list of all possible logical sentences based on the set 'c1' and logical ...
• 1,029
112 views

### How to plot n-dimensional TimeSeries data object?

I have a spectrometer which is generating time-series data every 100ms. I'd like to analyze/plot this data in Mathematica, but I'm not certain the best way to do it. It's in this form: ...
• 490
85 views

89 views

### Specific value of a point on a time trajectory

I have two equations. I want to evaluate the time series at a given point. So here, I want to know for a given set of values Vals what's the value at t = 700. How ...
• 261
58 views

### How to start dynamics at different time points? [closed]

I have a 2D system of equations dR and dC. I compute the time-series trajectory for it as shown below. However, I want to start ...
• 261
173 views

### How to predict future samples from discrete samples of a low frequency signal?

Suppose I have discrete samples of a low frequency signal as in: For example: ...
• 7,134