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TimeSeriesAnalysis

  

LongestDefinedSubsequence

  

obtain a longest non-missing subsequence

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

LongestDefinedSubsequence(TS)

Parameters

TS

-

TimeSeries object

Description

• 

The LongestDefinedSubsequence command takes a time series and returns a longest contiguous subsequence of data where none of the data sets have missing values. For example, if TS is a TimeSeries object containing the following data:

Matrix5.,3.,2.,2.,Floatundefined,4.,Floatundefined,5.,1.,6.,2.,6.,4.,4.,4.,1.,3.,2.

then the 4th through 6th row of data will be returned. The value Floatundefined is used to represent missing data. (Data for time series is converted to floating point data, so any input of type undefined is converted to Floatundefined and subsequently considered missing.)

• 

If there are multiple longest subsequences (of equal length), then LongestDefinedSubsequence returns an arbitrary one.

Examples

withTimeSeriesAnalysis:

Consider the time series described above.

tsTimeSeriesMatrix5.,3.,2.,2.,Floatundefined,4.,Floatundefined,5.,1.,6.,2.,6.,4.,4.,4.,1.,3.,2.,headers=A,B,C,frequency=annual

ts:=Time seriesA, B, C6 rows of data:2010 - 2015

(1)

GetDatats

5.3.2.2.HFloatundefined4.HFloatundefined5.1.6.2.6.4.4.4.1.3.2.

(2)

ldtsLongestDefinedSubsequencets

ldts:=Time seriesA, B, C3 rows of data:2013 - 2015

(3)

GetDataldts

6.2.6.4.4.4.1.3.2.

(4)

A second example.

ts2TimeSeries2.1,undefined,2.5,2.4,undefined,undefined,3.2,2.4

ts2:=Time seriesdata set8 rows of data:2008 - 2015

(5)

ldts2LongestDefinedSubsequencets2

ldts2:=Time seriesdata set2 rows of data:2010 - 2011

(6)

GetDataldts2

2.500000000000002.40000000000000

(7)

Compatibility

• 

The TimeSeriesAnalysis[LongestDefinedSubsequence] command was introduced in Maple 18.

• 

For more information on Maple 18 changes, see Updates in Maple 18.

See Also

TimeSeries

 


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