Mathematica 10 的新功能 › 时间序列 ›

时间序列的滤波 

Mathematica 提供多种函数 filtering 时间序列，用来展示数据中的趋势.

以下数据给出了美国每月记录的意外死亡人数.

In[1]:=
Click for copyable input
X
Out[1]=
In[2]:=
Click for copyable input
X
Out[2]=

用六个月窗口滤波序列.

In[3]:=
Click for copyable input
X
In[4]:=
Click for copyable input
X
显示完整的 Wolfram 语言输入
Out[5]=

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 en es ja pt-br