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24 votes

Deleting noisy data from a plot (manually) and export the best remaining data

One simple way of "filtering" your data is to treat the points as a graph, and search for the shortest path from left to right: ...
Niki Estner's user avatar
  • 36.2k
20 votes
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How to align similar TimeSeries like ImageAlign?

One way to approach this is with "Dynamic Time Warping". First, preprocess your data to get the MFCC coefficients and extract the data from the time series: ...
bill s's user avatar
  • 69.4k
20 votes
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Recurrent neural network in 11.1 explicit examples?

Here is a simple example that may help you get started. In this example, we are going to a predict a simple time series of a sinusoid wave. ...
xslittlegrass's user avatar
18 votes
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Curve tracing for a given data set

You have to fit implicitly, for example fit a conic section (or ellipse ) ...
Ulrich Neumann's user avatar
16 votes

Recurrent neural network in 11.1 explicit examples?

Taking inspiration from the answer by xslittlegrass, I came up with the following solution. Recall the sample data from this question. We have an observable obs we ...
Kagaratsch's user avatar
10 votes
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How to download and combine S&P 500 stock prices?

From the question formulation I am not sure what is the desired end result: a time series or a table. It seems to be the latter but I give solutions for both. I am using a sample of the stocks for ...
Anton Antonov's user avatar
10 votes

How can I remove a stochastic trend from a time series

I am having some troubles with removing a stochastic trend from a time series on Mathematica. It is not clear to me what exactly "removing a stochastic trend" means. If we assume "difference-...
Anton Antonov's user avatar
10 votes

Curve tracing for a given data set

NB: see comment by @JimB. Original post was wrong. Updated Post I have upvoted @UlrichNeumann answer. For what it is worth you can use LinearModelFit. For example: <...
ubpdqn's user avatar
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9 votes
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How to specify RegularlySampledQ TimeSeries with EndOfMonth date unit MinimumTimeIncrement?

This is the purpose of the TemporalRegularity option. TemporalRegularity is an option for TemporalData, TimeSeries, and EventSeries that controls whether the ...
Andy Ross's user avatar
  • 19.4k
9 votes
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Getting the date on which an event in a time-series (e.g., the minimum value) occurs

A few other versions, the first one being the cleanest in a sense that it combines operation of finding the minimum and extracting the date. ...
Vitaliy Kaurov's user avatar
9 votes

Deleting noisy data from a plot (manually) and export the best remaining data

Here's an alternate approach that takes the data into an image that you can edit in a Paint program, and then back into data. Presumes you have "insider knowledge" about the data set that allows you ...
MikeY's user avatar
  • 7,183
9 votes
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Deleting noisy data from a plot (manually) and export the best remaining data

Introduction It seems to me that this question should be answered using more "traditional" time series methods than the already provided interesting solutions (with graphs and image processing.) The ...
Anton Antonov's user avatar
8 votes
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TimeSeries interpolation with time gap awareness

I do not see an elegant solution using TimeSeriesResample or the like using ResamplingMethod or ...
gwr's user avatar
  • 13.5k
8 votes
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Plot the confidence interval bands from TimeSeriesForecast

There is a lot in documentation, e.g. For illustration: This is times series of AUD US exchange rate 1990 to 2016. ...
ubpdqn's user avatar
  • 62.8k
8 votes
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Why TimeSeries forecasts the future value poorly?

To get output that looks a bit more reasonable, modify the second parameter to TimeSeriesModelFit. Load the data: ...
Carl Lange's user avatar
  • 13.1k
8 votes
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Plotting Timeseries without gaps or interpolation

First an input dataset with a structure described in OP: ...
kglr's user avatar
  • 399k
7 votes
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johansen test error in code

I've also written a Mathematica version of the Johansen test which I coded after studying the equations for the procedure. I've examined Johansen test codes (in Matlab, C, etc.) available online. I've ...
Amanda's user avatar
  • 276
7 votes
Accepted

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

data = RandomReal[{-1, 1}, 10]; ts = TimeSeries[data, Automatic]; es = EventSeries[data, Automatic]; First/@{es, ts} {EventSeries, TimeSeries} or ...
kglr's user avatar
  • 399k
7 votes
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Export TimeSeries[] to CSV or Excel

I haven't looked at other questions/answers on this site because you stated that what you found didn't help you with your issue at hand; instead I will show you how to treat practically any issue in ...
Sascha's user avatar
  • 8,499
7 votes
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How to extract the first dimension in TimeSeries?

You can also use TimeSeriesMap or MapAt: ...
kglr's user avatar
  • 399k
7 votes

Functional programming with Associations

Best I can tell you really just want AssociationThread. It circumvents the Association and the ...
b3m2a1's user avatar
  • 47k
7 votes

Threading data on TimeSeries

One possible solution is to use TimeSeriesResample: td = TimeSeriesResample[TemporalData[{x, y}], "Intersection"]; Using <...
user42582's user avatar
  • 4,225
7 votes
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Remove a specific element of a TimeSeries?

You can use TimeSeriesResample as follows: ...
kglr's user avatar
  • 399k
7 votes
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Is this a bug with TimeSeries and dates?

The problem is that your time samples are not regularly sampled. When time intervals are unequal, Accumulate resamples to make a regularly sample series. See the "...
creidhne's user avatar
  • 5,250
7 votes
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DateListPlot with Tooltip for a TimeSeries?

...
kglr's user avatar
  • 399k
7 votes
Accepted

How can the missing time series values be filled?

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flinty's user avatar
  • 25.6k
7 votes

Finding all intersection point between two time series

There's a long winded way with TimeSeriesThread or interpolation and subtracting the curves to find zero crossings, however there's also a shortcut where you can ...
flinty's user avatar
  • 25.6k
7 votes

How to plot n-dimensional TimeSeries data object?

TemporalData is exactly what you need. You just need to put your data in the proper format. Start from separating your time staps: times = Range[0, 1000, 100]; ...
Vitaliy Kaurov's user avatar
6 votes
Accepted

Plotting multiple lists together with their avarages in a single plot

As a quick answer based upon TemporalData and the use of MovingMap: ...
gwr's user avatar
  • 13.5k
6 votes

Distance Time Warp (DTW) function implementation in mathematica

Here is a direct (recursive) implementation of the DTW. You need three pieces: a distance function, construction of the DTW matrix, and a function to find the best path through the DTW matrix. ...
bill s's user avatar
  • 69.4k

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