Function Repository Resource:

TimeSeriesEnsemble

Transform a long time series into an ensemble of segments with aligned starts

Contributed by: Ting Sun

ResourceFunction["TimeSeriesEnsemble"][ts,dt]

transforms ts into an ensemble TemporalData of multiple paths of window size dt aligned at the start of ts.

ResourceFunction["TimeSeriesEnsemble"][ts,dt,f]

threads the function f pathwise for the ensemble TemporalData.

Details

ResourceFunction["TimeSeriesEnsemble"] is used to synthesize a long time series into a shorter window for further processing (e.g. in climatology).

Make an annual ensemble from a longterm series of air temperature records:

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Decompose the ensemble into its components:

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Get the annual cycle of climatology by calculating median values of each day:

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Show the multi-year climatology of air temperature along with individual annual dynamics:

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