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Time Series

See TimeseriesUtilities.jl for a collection of utilities and tutorials to simplify common time series analysis.

Time Series Resampling Methods

The adjustment of a segment of time-series data set to produce a segment of data which is scientifically equivalent but with data sample timing strictly simultaneous with that of another data set is called “resampling”. Paschmann and Daly [2], Chapter 2

Time Series Interpolation

Flexible time series interpolation through the tinterp function.

This function supports interpolation for both vector-like and matrix-like time series. Other features include:

  • Returns scalar value for single time point interpolation
  • Returns DimArray for multiple time points interpolation, preserving metadata and dimensions.
  • Customizable interpolation method through the interp keyword argument
TimeseriesUtilities.tinterp — Function
tinterp(A, old_times, new_times; interp=LinearInterpolation)

Interpolate time series A at new time points new_times.

The interp constructor must accept (u, t; kws...) and return a callable object. Its syntax is compatible with DataInterpolations.jl.

Examples

# Interpolate at a single time point
tinterp(time_series, DateTime("2023-01-01T12:00:00"))

# Interpolate at multiple time points using cubic spline interpolation
new_times = DateTime("2023-01-01"):Hour(1):DateTime("2023-01-02")
tinterp(time_series, new_times; interp = CubicSpline)
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TimeseriesUtilities.tsync — Function
tsync(A, Bs...)

Synchronize multiple time series to have the same time points.

This function aligns time series Bs... to match time points of A by:

  1. Finding common time range between all time series
  2. Extracting subset of A within common range
  3. Interpolating each series in Bs... to match the time points of the subset of A

Examples

A_sync, B_sync, C_sync = tsync(A, B, C)

See also: tinterp, common_timerange

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SPEDAS.resample — Function
resample(arr, n; dim=1, verbose=false)

Resample an array along the dimension dim to n points. If the original length is less than or equal to n, the original array is returned unchanged.

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SPEDAS.tresample — Function
tresample(da, n; dim=nothing)

Resample a dimensioned array along its time dimension (or dim) to n points.

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