Wolfram Language

Traitement des séries temporelles

Appliquez directement les fonctions sur les séries temporelles

Récupérez des séries temporelles des prix quotidiens de clôture des actions de Microsoft et IBM stock pour 2015.

Montrer l'entrée complète de Wolfram Language
In[1]:=
Click for copyable input
msft = TimeSeries[FinancialData["MSF", {{2015}}]];
In[2]:=
Click for copyable input
msft = TemporalData[TimeSeries, {CompressedData[" 1:eJxdUgk0lWkYlhSVtK+MCuX+y/dfzVAjyiNCWqRyW4Q73TSSMJUSNUZpzzom KkulaLEdutq0SZtOkqUha7TQRkeWGpq5ndP//+fMd8533vO9y/O83/s+k1b7 LfZUV1NT66O6PapreXpXR0gSC1mltr81x2LdS3e5TI2FnvyVRbczC/Xfw42s JQTKtBcJlSMIgqXXvSKnExzO3WrnSggMNn4Juq4jviPDkZ/pR6DjeebAWUuC IXmV73NPEsjWOr71+0zQcsx08IGvBAl3Du6e9Iag58ye3qQSVV2d/4TLFQS6 ie1L9C4S+DmkqBsbElS8C5XJ5So7M+ey910C/zd9H1i0EmQZ6lTBgENBvXTt vAgi2BpFi82YMIJWfwtTVibmr17g6Vw5mBPweTw+TyvqhELzJUGzo8a5kHgV non8gcsnsW77E33pqb6c0H9R2r087bEciseoJqLFCf+YNiljanM6gVnJ9uJa O4KTR2PSb1sTdM6Z7VqcwcLhUJJrcw4Ly87c5Qc0CNSJ261pBSxWWTgPH+5M 4GXgExjkKfb3zzLZ0VhvEff/Nq97pFrTNpGH5+X/uf2PDw+PJBKh/6HLzS/c 9+VQcrm6o7Scg2ugOz0tj4O69sNkv3YOo70XtEcwUuwyVTzZPEWKw9bKW/u7 ObR+DcxaOUkKl5RlfWPdpciS635cs1eKa+n7+11Xlwr1qx5EhENPCn/jYc89 lkqRsk3tYM9GKdzG32hz3CmFRiazNuyGFFr69XVm2WJe9h3fZJcPIr9X9tn2 MyZSGKj93PmuStXf1aOWnuEczvQ+XRi7hoNl2MeyS485eI/qPXEkjkNnWcjT nkAOoTHqg+QrOTTdJa9ep3KoOd7patHCYdS4H6LC7nACD/+vsws1c5KKOCjN DMZq1ovz4XFsVnR/WWks7pmf49OIRr0AlhN0zeuG3x8/d34/s7Xuxy26RbBu U0J12EOC50aPJpQ9E/WaVVobMC1fxOF1xu+R52kM6N1ZC07QP++PmZVx0qqQ IN0cJvZWBOV2ATOiTos2ZvImtrWRAFWxTP4SAvOLA7qKelgMu62jKN3KIjU4 sTxuA4vuBuU83TpWyJtYkV0/QkHQlWntEaRL4D01ML7TTfRXRBsmhs5V6fsv zRZqhmiL95XWNZSxuBcSOhHuLG5uMVmd3MwgeeP80V1dDNycHbVkZiwGXrl2 aqo6ix2Wn2ozbFkhzr/vx189HGUlxl2kN8rW1DECnrZ+6o5NexlcSV4SlWzG oDpleo39FAYLp/iOKvRiYK/R1FA6jEH+mz7tUVU0KnInxnZF07C2w25D0Njz kPbpv4+Cf/b0qUbGEmhMX5znsFIC2S6Ti8EtEmRWemxx+kChrcFY5/hjCql5 5dbucRTuv2OD0hwp/GSapNW4VPSPmPvpxwNzKIxfH/JrcAIFCxk1s+y8qv7z L2Ft2ZTAtzunrUOZSmGc+aDgZ1UU0jdvTRy8joa3T1a/a3tpPP1a3NlsRuNx jU1BV51Yd7y+y8/9hQRmIfPXl3VLBL6mcaafnPZJcLRV1egiCZJj5w7eAApu h0ID9DwonA6Tu1wrp1B8e8D8tF4K1qT/kDJ3Gj1pupK20Qyi7f0NPRkGnEWh lc8KBkeO+dl22TLIWRPx0q2Xxp/nl/ekZtPCfHtvuiShmxbmy+fVfng5y7yI RrT83BGltojH8/B7uJBl6eB0goaDU7RNoZJGfy7SzLCdRk3+b4vjNRlMfl2o /8xK7It/830c3P/onnIFDYXC3V5vOA3llzfnMEd8z5jZendnEYVu3feXnmvS yLgxWe1fbXGenRc1GpJ30li3JCDSJ5XGhKHN858dogU/zzOmwuBk/FIaE2ev Mg92UsVLZsnaFKJ+xmrGRZiPEfF5nXwcnvAFMar9+ylyDcMpWO5LpDb7UrjV VH21f4UErO3em9E3JQipHmGU1y4BtSqyoENCIdP+edBIjsLAv1P8Zw6kMGH3 W+dL+hQcVO5M++/xTAq3OySqiu/xJAprv51XFBZf0ld5VLr8dnIp/AflkmFw "], CompressedData[" 1:eJxdl0uOHDcQRMeAVrqFb8D8Zx5BgFc6ghYCvPJifHwvlNUFdT0YGAw6UGyw Ihh8ZP/545/vP//4+Pj4/LL//vr789//qf+ovn3dD5Y64pHnvKUfb8oRhYwq Ds70A1lx/C1tn0xSXuqR0srBmt2QFqGQdQ6fVhefdhknes3zlqIyGCx24Hfl 9fCRXo23kkikYfcrP3KEfmUmMVhPG+ZVSaahrvSrIfSreYSDX9k8ssoxr10r BKkn+VRHMZFZMY39o18rpV9rEQ7uweqbTTMNV6ffFfTrLlx9j8PV92im4e30 62P0u19lGUIOyxAyLEN40H6E0X6ksgxRwjJEDcPJE7Sf4rSfaizD1oFl2BVh OJlJ+1lO+9nGMuQoy1Ca9FsW9PtqBmQoy1ApTOPeRo+coN8+zjK0GMvQKkyj vei3I+m301mGe78+spVpzGn6nVeQj9RgGbYaLMO4MpzdkLQ/VbQ/HSzDDEm4 XzOE40dJwl1OknChSRL6CZLQz7WmkE0S+hmS0OWQhC5CErqoIxyXIAn3EUno rxWCbEcarkIS+o3JRypJ6Gok4e71YBpaJOFKkvAinXHwkIR+8/iRRhL6Li/9 mpOEvlsUZfDdVyiD32h/yx1I+5s7yrB8IhjdNRnOUoT2PQnGlQSj32fIW25S 9BtKEnoYSbiSJPTwYhpRJOFSkyT0GJJwJUnor2ggjSTcYpCEnkESriQJPbOZ Rg5J6HVIQi8hCX3fkGXYDclwKkjCZQpJ6Lt9WYbqwzJUD8NpIRj9ProfaQTj HjgE48phOF0E474hweg9BKPPIRj9viM80ghG3zem/QmCcR8RjD51GM593fgt 4xyCMY4QjHtmEoxx9uKTkEkSximSMO6LzCNHkEaIkITbG5IwxEjCECcJr0sP 0ggpkjCkScI92EnC/UgS7q5SpqFGMO7uJRjj1XXIJBhDy1CG0CEY47p9YvCe 8yhDXDc5zHvdtzCvBcEY10nPwUUwxnWIct492zCvK8EY93XykUYwbjEIxriw gnn3/Wl/C037Wzt24+oK5r3vrY90gjGuL3NwEIwRWexGVDCc+wr8SCEnV5KT e48jJ+O6nWHevW3R/k5L+1nkZNx37UfeP3J+y1JycnlMTq4kJ9dQMY1qgnFv lwRj9CEYVxKM0fdZ/pZOMEYHwRidBONKgnFvDM005hCMMUIwLhYIxpUEY8zd 0bdMgjGmCMY9QgjGPZ0IxtzVhd88RhLmcZJwb+IvEv4Civ5Waw== "], 1, { "Continuous", 1}, {"Discrete", 1}, 1, { ValueDimensions -> 1, DateFunction -> Automatic, ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}}, True, 314.1];
Montrer l'entrée complète de Wolfram Language
In[3]:=
Click for copyable input
ibm = TimeSeries[FinancialData["IBM", {{2015}}]];
In[4]:=
Click for copyable input
ibm = TemporalData[TimeSeries, {CompressedData[" 1:eJxFVXlYjtkbblGNSp8lFaFFlgYhbZRft+0rEmrCtOA97zlffFkyU8nSYoym KcXQIpSiUkqiwiAtGO1RWjTKRY2m7WpqlBmtv9fMdU1/nOtc57zP85z7eZ77 uV893tNRIicjIyMrrCFhieffPTF3L8Wioyly3TModq26eHtPNo/MmElvZkXy sGqoCAsY5OF25nF/6kSKpa5ZXz7O4zHOpzRRu5THq0nB+3TTecgZFUdLgnhE 7t6pZlnDoym6WGF3JQ/TC713HZfzOFTg80vYZR4GC/JVxRk8yJBJt30uD6qy Sq1UyiNw77wNj+fzCPVJ89t8hUeNzVtR/k4eU1uG7Of/yENtd4Cp0jCP/cN9 8XeEuEF+L7IbOnn8L/Nwx6R2wd5fxlG7jEd+XbK4TY+ixNfQp0SDQlY6Kn9D l2JZU2dSngtFVVa3jso+YW+1uDf+HMUqydBg2DOKxuPPRbPzKfKSlrrYpFIo /qzrGt1C4SE9ELQkmSJaMcBpjZTCyet+4ZZQCqWOSBvzHRTGo22XTA5Q3Jqh J3/EimKHeXJu3bcUh6aNvJwgvPvT68XxC90pjFY4ezxSppicqxceKuBuKdR4 OCyi8JSEVGbF8TBR63+4pI9HYkRy3bEeHnYuvROCbOl/+7RnTbouKRQZDqKq PU0U8TriL0TpFPXB/eIMUwrvnLQ5cdxYns4F4w40JVAEa2UeqRVwbrTo0xAJ dp/rvcGNwuWyku/ucOE+/MVzp9MUu+sfTQ0JFvJCY216NMXpQ409D68JePP+ Mm87T7Gh2jTCM4oieb1h28cKivPLd2hMyaSwSthXOpVSuM4zKkpXZdjyVVnd QBXFNX+vwP4PFA7Gy+9khzIoxXxSC/Bj+PPidp+6Cwxi7oYnN8TwWOvsfBMV CcysR6r10xmKuxYeTelj8Dkt29A5zFBja/d+fzPDfZOAd1E3GIbVi76rL2E4 NX3jk4MjDN5+ORYtFQwlGevvzcllKA+0zR/uZdhsnXpK3VAC8xlC5yZKUL8p 8uRaZQm2c8Ud2zQlEEeRxgm6ErxMUvcenCxBz/6BbJ0ehq2PhjZNyWRo3JBZ IW5nWFT91BJvGTJCFPL0ExiWxO6NuXJr7Nyfq60SmspwOSqn+dJhhta23mPa Lgw5t1Jmjkxj/9QpwoChtvTkLo8QBkdRVZtaEIPXgpO1X9szrLFMcU4wY/jD qjc2w5Zhyomt/X86MlQOeaj95D1mp2y0rYZjDJ9ppX6cITvnK6/7GxmSfqtd rriU4alCgsODmQyGZROLVrygePC6vzpS4PW0jMS0kFGKhX2FxmaTGRLM0l7K Kgn52TboS0UMpU6FqQZ1FEGHDXZe7qQY3aksmi7EzQu2O/3wPIP7a+nep4GC nWPnsNif4Zb5UoN5pQzxrb+tm/uJQcSd3WUtkuDo9Vcx219SqHyREZwZQP/p 59XrAk/PGDfLCfPWkx/V9WqbwBO3lmXOPhRXlQN/uCfwaUHi2efpZ4W5M3oS +OA2xdfvos8k2VEYVrR+o2VIEbbH8toBY4qD4wusk4WzVz+NGJKn0FS9eX+2 OUV3+bgnywVd2lqw8nm8geA/Q6icHEWia2Z7oSaFiZ1cjZPgZyruTO3QoRgI 8Mjte8PjtqnrkZK7PHT+1rphYc1j2fRPuXw0gfq58o44G4LhXwfa8wcJ6qfs 0Aww5SE2UF7UOZtH3pILX2rp8WjzWPDxvD+Bp43For+LCE6NWl5dPUIQkarp dzGOQHpGs5qo8v99f3JiUFbURWBvdyPs2UQeC/lXpPxXgj2RRsNlU3ks1vih WLpU0MX9YXE9gg4W1exoULgnxB0w8H3VR7BCEJjvcwi8Lt9e7BxL4LAsKbQ5 m6Agqzop8iXBdONZyecOE+RJB7pkfAma9f/y9vmF4K1tQuHciwTudtvWWdwn mLzPbdRoHY/j3+lCcSWPbgX3IH13QZdV5aMb0wRdCiObttzkURbvqaIRzKOh LTae3y7gemdQEU/H7LuV/W+FeQr6vbp8Tu0GHm9Gi8ZHrCRI8e0NcBMTaF+J v15/naCpSxTpmjuGuzXjgdrWVg46J4/7hawh2Ka6XalgBcGqP8L1ZBYSKJj9 /naaKcHQzFA5f0b+5YMbgeze2pvj5xI4tSRfWqtNcC3m+4TZeRzWNinpmj7h oPjgo0JfDoeDHfIlloc47Kx7KrfLnoN9Q7uSzykOHVFZqr2nOTTojRC7Sg7C 76fCs5PDBwvV1sWzCT5kvo/q1CNonxfb5CK8cyfc2sF5yti9xsYhBycQyFun EetjBOOspO+M1wv8SFj8yH8JgeXByh8dOaHOH4+EfbtW8J86WNatTpARejDC 4XcOw4/UZ+V0cSiOft+ZdY2DYaWDTVEVB/3mVqcsVYKiKwGaZlYEiXLzXhcI uKQjMXVzb3M456smmf+Ug5ZLXKzeJILPY+xtMFaHWQX6+SOKBLsCJ8c/tBPi GK44Vyb0oerm6tLNSgT/B7YakFU= "], CompressedData[" 1:eJxdl0uOHDcQRMeAVrqFb8D8Zx5BgFc6ghYCvPJifHwvlNUFdT0YGAw6UGyw Ihh8ZP/545/vP//4+Pj4/LL//vr789//qf+ovn3dD5Y64pHnvKUfb8oRhYwq Ds70A1lx/C1tn0xSXuqR0srBmt2QFqGQdQ6fVhefdhknes3zlqIyGCx24Hfl 9fCRXo23kkikYfcrP3KEfmUmMVhPG+ZVSaahrvSrIfSreYSDX9k8ssoxr10r BKkn+VRHMZFZMY39o18rpV9rEQ7uweqbTTMNV6ffFfTrLlx9j8PV92im4e30 62P0u19lGUIOyxAyLEN40H6E0X6ksgxRwjJEDcPJE7Sf4rSfaizD1oFl2BVh OJlJ+1lO+9nGMuQoy1Ca9FsW9PtqBmQoy1ApTOPeRo+coN8+zjK0GMvQKkyj vei3I+m301mGe78+spVpzGn6nVeQj9RgGbYaLMO4MpzdkLQ/VbQ/HSzDDEm4 XzOE40dJwl1OknChSRL6CZLQz7WmkE0S+hmS0OWQhC5CErqoIxyXIAn3EUno rxWCbEcarkIS+o3JRypJ6Gok4e71YBpaJOFKkvAinXHwkIR+8/iRRhL6Li/9 mpOEvlsUZfDdVyiD32h/yx1I+5s7yrB8IhjdNRnOUoT2PQnGlQSj32fIW25S 9BtKEnoYSbiSJPTwYhpRJOFSkyT0GJJwJUnor2ggjSTcYpCEnkESriQJPbOZ Rg5J6HVIQi8hCX3fkGXYDclwKkjCZQpJ6Lt9WYbqwzJUD8NpIRj9ProfaQTj HjgE48phOF0E474hweg9BKPPIRj9viM80ghG3zem/QmCcR8RjD51GM593fgt 4xyCMY4QjHtmEoxx9uKTkEkSximSMO6LzCNHkEaIkITbG5IwxEjCECcJr0sP 0ggpkjCkScI92EnC/UgS7q5SpqFGMO7uJRjj1XXIJBhDy1CG0CEY47p9YvCe 8yhDXDc5zHvdtzCvBcEY10nPwUUwxnWIct492zCvK8EY93XykUYwbjEIxriw gnn3/Wl/C037Wzt24+oK5r3vrY90gjGuL3NwEIwRWexGVDCc+wr8SCEnV5KT e48jJ+O6nWHevW3R/k5L+1nkZNx37UfeP3J+y1JycnlMTq4kJ9dQMY1qgnFv lwRj9CEYVxKM0fdZ/pZOMEYHwRidBONKgnFvDM005hCMMUIwLhYIxpUEY8zd 0bdMgjGmCMY9QgjGPZ0IxtzVhd88RhLmcZJwb+IvEv4Civ5Waw== "], 1, { "Continuous", 1}, {"Discrete", 1}, 1, { ValueDimensions -> 1, DateFunction -> Automatic, ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}}, True, 314.1];
In[5]:=
Click for copyable input
DateListPlot[{msft, ibm}, PlotLegends -> {"MSF", "IBM"}, PlotTheme -> "Detailed"]
Out[5]=

Calculez et visualisez le rapport des prix des actions.

In[6]:=
Click for copyable input
DateListPlot[msft/ibm, PlotTheme -> "Detailed"]
Out[6]=

Calculez le logarithme binaire de l'une des séries temporelles.

In[7]:=
Click for copyable input
blog = Log2[msft/msft["FirstValue"]]
Out[7]=
In[8]:=
Click for copyable input
DateListPlot[blog, PlotTheme -> "Detailed"]
Out[8]=

Exemples connexes

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