Directly Apply Functions to Time Series: New in Wolfram Language 11

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Directly Apply Functions to Time Series

Retrieve time series of daily closing prices for Microsoft stock and IBM stock for 2015.

show complete Wolfram Language input

In[1]:=

msft = TimeSeries[FinancialData["MSF", {{2015}}]];

In[2]:=

msft = TemporalData[TimeSeries, {CompressedData["
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"], CompressedData["
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"], 1, {
    "Continuous", 1}, {"Discrete", 1}, 1, {
    ValueDimensions -> 1, DateFunction -> Automatic, 
     ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
    True, 314.1];

show complete Wolfram Language input

In[3]:=

ibm = TimeSeries[FinancialData["IBM", {{2015}}]];

In[4]:=

ibm = TemporalData[TimeSeries, {CompressedData["
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"], CompressedData["
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"], 1, {
    "Continuous", 1}, {"Discrete", 1}, 1, {
    ValueDimensions -> 1, DateFunction -> Automatic, 
     ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
    True, 314.1];

In[5]:=

DateListPlot[{msft, ibm}, PlotLegends -> {"MSF", "IBM"}, 
 PlotTheme -> "Detailed"]

Out[5]=

Compute and visualize ratio of stock prices.

In[6]:=

DateListPlot[msft/ibm, PlotTheme -> "Detailed"]

Out[6]=

Compute the binary logarithm of one of the time series.

In[7]:=

blog = Log2[msft/msft["FirstValue"]]

Out[7]=

In[8]:=

DateListPlot[blog, PlotTheme -> "Detailed"]

Out[8]=

Wolfram Language™

Directly Apply Functions to Time Series

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