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Functions
- Accumulate
- ARMAProcess
- BoxWhiskerChart
- CastColumns
- CorrelationFunction
- Databin
- DateListPlot
- DateListStepPlot
- Differences
- DistributionChart
- EventSeries
- EventSeriesAccumulate
- FinancialData
- FromTabular
- HighpassFilter
- Histogram
- HolidayCalendar
- Interpolation
- LinearModelFit
- ListFitPlot
- LowpassFilter
- Mean
- MeanFilter
- Median
- MergingFunction
- MinimumTimeIncrement
- ModelFit
- MovingAverage
- MovingMap
- MovingMedian
- NonlinearModelFit
- PivotToColumns
- Quantile
- RegularlySampledQ
- RenameColumns
- ResamplingMethod
- ResourceData
- SmoothHistogram
- StackedDateListPlot
- StandardDeviation
- Tabular
- TimeSeries
- TimeSeriesAggregate
- TimeSeriesEvents
- TimeSeriesForecast
- TimeSeriesInsert
- TimeSeriesMap
- TimeSeriesMapThread
- TimeSeriesModelFit
- TimeSeriesQ
- TimeSeriesResample
- TimeSeriesRescale
- TimeSeriesShift
- TimeSeriesThread
- TimeSeriesWindow
- ToTabular
- TransformAnomalies
- TransformMissing
- Variance
- WeatherData
- Related Guides
-
-
Functions
- Accumulate
- ARMAProcess
- BoxWhiskerChart
- CastColumns
- CorrelationFunction
- Databin
- DateListPlot
- DateListStepPlot
- Differences
- DistributionChart
- EventSeries
- EventSeriesAccumulate
- FinancialData
- FromTabular
- HighpassFilter
- Histogram
- HolidayCalendar
- Interpolation
- LinearModelFit
- ListFitPlot
- LowpassFilter
- Mean
- MeanFilter
- Median
- MergingFunction
- MinimumTimeIncrement
- ModelFit
- MovingAverage
- MovingMap
- MovingMedian
- NonlinearModelFit
- PivotToColumns
- Quantile
- RegularlySampledQ
- RenameColumns
- ResamplingMethod
- ResourceData
- SmoothHistogram
- StackedDateListPlot
- StandardDeviation
- Tabular
- TimeSeries
- TimeSeriesAggregate
- TimeSeriesEvents
- TimeSeriesForecast
- TimeSeriesInsert
- TimeSeriesMap
- TimeSeriesMapThread
- TimeSeriesModelFit
- TimeSeriesQ
- TimeSeriesResample
- TimeSeriesRescale
- TimeSeriesShift
- TimeSeriesThread
- TimeSeriesWindow
- ToTabular
- TransformAnomalies
- TransformMissing
- Variance
- WeatherData
- Related Guides
-
Functions
Time Series Processing
Time series occur whenever you observe or compute something that changes over time, including natural time series (temperature, windspeed, pressure,...), social time series (stock price, unemployment, GDP, ...), technological time series (velocity, voltage,...) and medical time series (heart rate, blood pressure, ECG, ...). Time series provide the data model that makes it easy to clean, process, visualize and model time series data.
Time Series Object
TimeSeries — represent a function of time specified by time-value data
TimeSeriesQ — test validity of a time series object
HolidayCalendar ▪ ResamplingMethod ▪ MergingFunction ▪ ...
Time Series Data »
ResourceData — get curated time series data from the Wolfram Data Repository
Tabular ▪ FinancialData ▪ WeatherData ▪ Databin ▪ ...
"EDF" ▪ "BDF" ▪ "CSV" ▪ "XLSX"
Time Series Converters
EventSeriesAccumulate — convert from EventSeries by aggregating data over time
TimeSeriesEvents — convert to EventSeries by finding events in a time series
ToTabular ▪ FromTabular ▪ ...
Time Series Data Cleaning »
TransformMissing — handling missing data values
TransformAnomalies ▪ RenameColumns ▪ CastColumns ▪ PivotToColumns ▪ ...
Time Series Visualization »
DateListPlot — plot a time series as function of time
ListFitPlot ▪ StackedDateListPlot ▪ DateListStepPlot ▪ ...
Histogram — plot the histogram of values
SmoothHistogram ▪ BoxWhiskerChart ▪ DistributionChart ▪ ...
Time Series Statistics »
Mean — find the mean of the values
StandardDeviation ▪ Variance ▪ Median ▪ Quantile ▪ ...
Basic Time Series Processing
TimeSeriesMap — map a function over component values
TimeSeriesResample — resample a time series
TimeSeriesWindow ▪ TimeSeriesInsert ▪ TimeSeriesRescale ▪ TimeSeriesShift ▪ TimeSeriesThread ▪ TimeSeriesMapThread ▪ RegularlySampledQ ▪ MinimumTimeIncrement
Filtering & Aggregating Time Series »
MovingMap — apply a function to a moving overlapping window
TimeSeriesAggregate — apply a function to a moving non-overlapping window
Differences ▪ Accumulate ▪ MovingAverage ▪ MovingMedian ▪ ...
LowpassFilter ▪ HighpassFilter ▪ MeanFilter ▪ ...
Model Fitting »
ModelFit — model fitting and model selection
Interpolation ▪ LinearModelFit ▪ NonlinearModelFit ▪ ...
Time Series Process Modeling »
TimeSeriesModelFit — automatically fit a time series model
ARMAProcess ▪ TimeSeriesForecast ▪ CorrelationFunction ▪ ...