WOLFRAM

New in Mathematica 10 › Time Series ›

Resample Time Series 

TimeSeriesResample can be used to subsample/upsample a time series, as well as to create a regularly spaced time series.

Subsample a time series.

In[1]:=
Click for copyable input
X
Out[1]=
In[2]:=
Click for copyable input
X
Out[2]=
show complete Wolfram Language input
Out[3]=

Get a monthly time series.

In[4]:=
Click for copyable input
X
Out[4]=

Resample the time series with explicit monthly increment.

In[5]:=
Click for copyable input
X
Out[5]=

Both time series have identical time-value pairs but different MinimumTimeIncrement.

In[6]:=
Click for copyable input
X
Out[6]=
In[7]:=
Click for copyable input
X
Out[7]=
In[8]:=
Click for copyable input
X
Out[8]=
In[9]:=
Click for copyable input
X
Out[9]=

Resample an irregular time series to create a regularly spaced time series.

In[10]:=
Click for copyable input
X
Out[10]=
In[11]:=
Click for copyable input
X
Out[11]=
show complete Wolfram Language input
Out[12]=

Related Examples

Represent Time Series Data with TimeSeries and EventSeries » Create TimeSeries with Dates » Work with Irregular Time Series » Work with Time Series Containing Missing Data »
Resample Time Series » Extract Part of a Time Series » Join a New Value or a New Time Series with a Time Series » Map an Arbitrary Function over a Time Series  »
Combine Time Series » Compute Aggregated Statistics for a Time Series » Shift a Time Series » Compute Descriptive Statistical Measures for a Time Series »
Filter a Time Series » Build Portfolio Value from Stock Time Series » Apply a Box–Cox Transformation to a Time Series » New Time Series Functions »
Analyze Personal Fitness Data » Create a Moon Phase Calendar » Compare Energy Production for Nuclear Reactors » Analyze the Frequency and Magnitude of Earthquakes »
Capture a Time Series from a Connected Device » Examine Pressure Reading Drops Due to Hurricane Sandy » Study Illuminance Data Using a Weather Station Device » Build a Model for Forecasting Stock Prices »
de es ja pt-br zh