New in Mathematica 10 ›

Time Series

Version 10 introduces systemwide support for time series, whether they originate in finance, economics, signal processing, fitness, or other areas. Reading data from connected devices and accessing knowledge from data paclets are rich sources of time series data. Data analytics on time series, including descriptive statistics, visualization, or automated model fitting, etc., now just works.

  • Construct time series starting from real-world data. »
  • Represent discrete-time data as event series. »
  • Visualize and compare different time series. »
  • Work with regular or irregularly sampled time series.
  • Use dates in time series as strings, lists, or date objects, supporting time zones, different calendars, or holiday schedules.
  • Work with quantities in time series.
  • Smooth a time series using moving averages or other filters.
  • Aggregate values of time series.
  • Map an arbitrary function over values of time series. »
  • Add, multiply, or otherwise combine time series.
  • Extract a fixed window from a time series. »
  • Compute descriptive statistical measures.
  • Capture time series from connected devices and external services.
  • Analyze time series from astronomy, finance, demographics, and other areas.
  • Generate parametric models that fit a time series.

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 »
Related Functions
TimeSeries  EventSeries  TemporalData  RandomFunction  FinancialData  FinancialIndicator  CountryData  ListLinePlot  DateListPlot  Histogram  SmoothHistogram  QuantilePlot  TimeSeriesWindow  TimeSeriesInsert  TimeSeriesRescale  TimeSeriesResample  TimeSeriesShift  TimeSeriesThread  TimeSeriesMap  TimeSeriesMapThread  Mean  StandardDeviation  Variance  Median  Quantile  EmpiricalDistribution  HistogramDistribution  KernelMixtureDistribution  EstimatedDistribution  MovingMap  TimeSeriesAggregate  Differences  Ratios  Accumulate  MovingAverage  MovingMedian  LowpassFilter  HighpassFilter  MeanFilter  FindFit  Interpolation  LinearModelFit  NonlinearModelFit  TimeSeriesModelFit  TimeSeriesForecast  CorrelationFunction  PowerSpectralDensity  DateObject  Databin  EstimatedBackground  DeviceReadTimeSeries
Related Guides
Time Series  Descriptive Statistics  Date & Time  Wolfram Data Framework  Connected Devices  External Services & APIs  Image Filtering  Time Series Processes
See Also New in 10
Connected Device Framework  Curated API Framework  Geo-Related Properties  Symbolic Dates and Times  Expanded Time Series Processes
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