Overview of time series (Series) objects

Time series objects are two- or higher-dimensional arrays whose rows are referenced by dates.

The arrays can be one of the following types:

numeric arrays
string arrays
cell arrays

Most of the time series methods are specifically designed for numeric time series, and do not, naturally, work for string time series or cell time series.

Categorical list of functions

Constructing time series objects

Function	Description
`Series.fromData`	Create a new time series from a data array
`Series.linearTrend`	Create time series with linear trend
`Series.empty`	Create empty time series or empty existing time series
`Series.seasonDummy`	Create time series with seasonal dummies
`Series.randomlyGrowing`	Create randomly growing time series

Generating new time series from existing time series

Function	Description
`Series.grow`	Cumulate level time series from differences or rates of growth

Manipulating the time dimension

Function	Description
`clip`	Clip time series to a shorter range
`rebase`	Rebase times series data to specified period

Filtering, interpolating and aggregating time series

Function	Description
`arf`	Create autoregressive time series from input data
`convert`	Convert time series to another frequency
`fillMissing`	Fill missing time series observations
`hpf`	Hodrick-Prescott filter with conditioning information
`moving`	Apply function to moving window of time series observations
`chainlink`	Calculate chain linked aggregate level series from level components and weights

Statistics and regression

The following standard Matlab functions work on time series objects:

Function	Default dimension	Default output
`mean`	1	array
`median`	1	array
`mode`	1	array
`geomean`	1	array
`sum`	1	array
`prod`	1	array
`std`	1	array
`var`	1	array
`cov`	1	array
`prctile`	2	Series

Function	Description
`rmse`	Calculate RMSE for given observations and predictions
`regress`	Ordinary or weighted least-square regression

Visualizing time series data

Function	Description
`ascii`	Visualize one column of a time series as an ASCII chart
`plot`	Line chart for time series objects