matlab\timeseries – Визуализация данных временных рядов и исследование

General

<timeseries> - Create a time series object.

Time series data visualization and exploration.

General.

timeseries - Create a time series object.

timeseries/tsprops - Help on time series object properties.

timeseries/get - Query time series property values.

timeseries/set - Set time series property values.

Manipulations.

timeseries/addsample - Add sample(s) to a time series object.

timeseries/delsample - Delete sample(s) from a time series object.

timeseries/synchronize - Synchronize two time series objects onto a common time vector.

timeseries/resample - Resample time series data.

timeseries/vertcat - Vertical concatenation of time series objects.

timeseries/getsampleusingtime - Extract data in the specified time range to a new object.

timeseries/ctranspose - Transpose of time series data.

timeseries/isempty - True for empty time series object.

timeseries/Length - Length of the time vector.

timeseries/size - Size of the time series object.

timeseries/fieldnames - Cell array of time series property names.

timeseries/getdatasamplesize - Size of time series data.

timeseries/getqualitydesc - Quality description of the time series data.

timeseries/detrend - Remove mean or best-fit line and all NaNs from time series data.

timeseries/filter - Shape time series data.

timeseries/idealfilter - Apply an ideal (non-causal) filter to time series data.

timeseries/getabstime - Extract a date string time vector into a cell array.

timeseries/setabstime - Set time using date strings.

timeseries/getinterpmethod - Interpolation method name for a time series object.

timeseries/setinterpmethod - Set default interpolation method in a time series.

timeseries/plot - Plot time series data.

Time Series events.

tsdata.event - Construct an event object for a time series.

timeseries/addevent - Add events.

timeseries/delevent - Remove events.

timeseries/gettsafteratevent - Extract samples occurring at or after a specified event.

timeseries/gettsafterevent - Extract samples occurring after a specified event.

timeseries/gettsatevent - Extract samples occurring at a specified event.

timeseries/gettsbeforeatevent - Extract samples occurring at or before a specified event.

timeseries/gettsbeforeevent - Extract samples occurring before a specified event.

timeseries/gettsbetweenevents - Extract samples occurring between two specified events.

Overloaded arithmetic operations.

timeseries/plus - (+) Add time series.

timeseries/minus - (-) Subtract time series.

timeseries/times - (.*) Multiply time series.

timeseries/mtimes - (*) Matrix multiplication of time series.

timeseries/rdivide - (./) Right array divide time series.

timeseries/mrdivide - (/) Right matrix division of time series.

timeseries/ldivide - (.\) Left array divide time series.

timeseries/mldivide - (\) Left matrix division of time series.

Overloaded statistical functions.

timeseries/iqr - Interquartile range of the time series data.

timeseries/max - Max of the time series data.

timeseries/mean - Mean of the time series data.

timeseries/median - Median of the time series data.

timeseries/min - Min of the time series data.

timeseries/std - Standard deviation of the time series data.

timeseries/sum - Sum of the time series data.

timeseries/var - Variance of the time series data.

Time Series collection general.

tscollection - Create a time series collection object.

tscollection/get - Query time series collection property values.

tscollection/set - Set time series collection property values.

Time Series collection manipulations.

tscollection/addts - Add data vector or time series object to a collection.

tscollection/removets - Remove time series object(s) from a collection.

tscollection/addsampletocollection - Add sample(s) to a collection.

tscollection/delsamplefromcollection - Remove sample(s) from a collection.

tscollection/resample - Resample time series members of a collection.

tscollection/vertcat - Vertical concatenation of tscollection objects.

tscollection/horzcat - Horizontal concatenation of tscollection objects.

tscollection/getsampleusingtime - Extract samples from a collection between specified time values.

tscollection/isempty - True for empty tscollection objects.

tscollection/length - Length of the time vector.

tscollection/size - Size of a tscollection object.

tscollection/fieldnames - Cell array of time series collection property names.

tscollection/getabstime - Extract a date string time vector into a cell array.

tscollection/setabstime - Set time of a collection using date strings.

tscollection/gettimeseriesnames - Cell array of names of time series in tscollection.

tscollection/settimeseriesnames - Change the name of a time series member of a collection.

Graphical visualization and analysis.

tstool - Open the Time Series Tools GUI.

timeseries is both a directory and a function.

TIMESERIES Create a time series object.

TS = TIMESERIES creates an empty time series object.

TS = TIMESERIES(DATA) creates a time series object TS using

data DATA. By default, the time vector ranges from 0 to N-1,

where N is the number of samples, and has an interval of 1 second. The

default name of the TS object is 'unnamed'.

TS = TIMESERIES(NAME), where NAME is a string, creates an

empty time series object TS called NAME.

TS = TIMESERIES(DATA,TIME) creates a time series object TS

using data DATA and time in TIME. Note: When the times

are date strings, the TIME must be specified as a cell array of date

strings.

TS = TIMESERIES(DATA,TIME,QUALITY) creates a time series object

TS using data DATA, the time vector in TIME, and data quality in

QUALITY. Note: When QUALITY is a vector, which must have the same

length as the time vector, then each QUALITY value applies to the

corresponding data sample. When QUALITY has the same size as TS.Data,

then each QUALITY value applies to the corresponding element of a data

array.

You can enter property-value pairs after the DATA,TIME,QUALITY

arguments:

'PropertyName1', PropertyValue1, ...

that set the following additional properties of time series object:

(1) 'Name': a string that specifies the name of this time series object.

(2) 'IsTimeFirst': a logical value, when TRUE, indicates that the

first dimension of the data array is aligned with the time vector.

Otherwise the last dimension of the data array is aligned with the

time vector.

(3) 'isDatenum': a logical value, when TRUE, indicates that the time vector

consists of DATENUM values. Note that 'isDatenum' is not a property

of the time series object.

EXAMPLES:

Create a time series object called 'LaunchData' that contains 4 data

sets (stored as columns with length of 5) and uses a default time vector:

b = timeseries(rand(5,4),'Name','LaunchData')

Create a time series object containing a single data set of length 5

and a time vector starting at 1 and ending at 5:

b = timeseries(rand(5,1),[1 2 3 4 5])

Create a time series object called 'FinancialData' containing 5 data

points at a single time point:

b = timeseries(rand(1,5),1,'Name','FinancialData')

See also timeseries/addsample, timeseries/tsprops

Overloaded methods:

blp/timeseries

bloomberg/timeseries

Reference page in Help browser

doc timeseries

<timeseries/tsprops> - Help on time series object properties.

TIME SERIES OBJECT PROPERTIES:

Events: information about events that associate with the time series,

including the following properties: (See ADDEVENT for more

information about adding an event to a time series object)

EventData: use this property to include any additional

user-defined information about the event

Name: a string giving the name of the event

Time: the time at which this event occurs

Units: time units

StartDate: reference date

Name: a string defining the name of the time series object

Data: a numerical array of data

DataInfo: meta information about the data, including the following

properties:

Unit: a user-defined string describing the units for the data

Interpolation: a tsdata.Interpolation object defining

default interpolation method used in time

series. The interpolation object includes

the following properties:

Fhandle: the function handle to the interpolation function

Name: name of the interpolation method.

Typically either 'zoh' or 'linear' (default).

UserData: stores any additional user-defined information

Time: a vector of times

TimeInfo: meta information about the times, including the following

properties:

Units: 'weeks','days','hours','minutes','seconds', ...

'milliseconds', 'microseconds' and 'nanoseconds'

Start: start time

End: end time

Increment: interval between two subsequent time values

Length: number of times in the time vector

Format: a string defining the date string display format.

Refer to DATESTR for available options.

Startdate: a date string defining the reference date. The

times in the time vector are all relative to this

date. See SETABSTIME for more information.

UserData: stores any additional user-defined information

Quality: an integer array describing the quality of the data.

QualityInfo: meta information about the quality code, including the following

properties:

Codes: a vector of int8 integers defining the set of

quality codes

Desription: a cell array of strings, each giving a

description of the associated quality code

UserData: stores any additional user-defined information

IsTimeFirst: True (default) when the first dimension of the data array is

aligned with the Time. False when the last dimension of

the data array is aligned with Time. Note, after a time

series is created, this property is Read-Only.

TreatNaNasMissing: True (default) when all the NaN values in TS.Data

will be treated as missing data and excluded during

statistical calculations. False when those NaN values

will be used in the calculation.

<timeseries/get> - Query time series property values.

GET Access/Query time series property values.

VALUE = GET(TS,'PropertyName') returns the value of the

specified property of the time series object. An equivalent

syntax is

VALUE = TS.PropertyName

GET(TS) displays all properties of TS and their values.

See also timeseries/set, timeseries/tsprops.

Reference page in Help browser

doc timeseries/get

<timeseries/set> - Set time series property values.

SET Set properties of time series object.

SET(TS,'PropertyName',VALUE) sets the property 'PropertyName'

of the time series TS to the value VALUE. An equivalent syntax

is

TS.PropertyName = VALUE

SET(TS,'Property1',Value1,'Property2',Value2,...) sets multiple

time series property values with a single statement.

SET(TS,'Property') displays values for the specified property in TS.

SET(TS) displays all properties of TS and their values.

See also timeseries/get.

Reference page in Help browser

doc timeseries/set

Manipulations

<timeseries/addsample> - Add sample(s) to a time series object.

ADDSAMPLE Add one or more samples to a timeseries object.

TS = ADDSAMPLE(TS, 'FIELD1', VALUE1, 'FIELD2', VALUE2) where one

of the fields must be 'Time' and the other field must be 'Data'.

The time VALUE must be a valid time vector. The size of the data VALUE

must be equal to getSampleSize(TS). When TS.IsTimeFirst is true, the

size of the data is N-by-SampleSize. When TS.IsTimeFirst is false, the

size of the data is SampleSize-by-N. For example,

ts=addsample(ts,'Time',3,'Data',3.2);

TS = ADDSAMPLE(TS,S) adds new sample(s) stored in a structure S to the

timeseries TS. S specifies the new sample as a collection of variable

name/value pairs.

TS = ADDSAMPLE(TS, 'FIELD1', VALUE1, 'FIELD2', VALUE2, ...) where ...