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:

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

$\mathrm{with}\left(\mathrm{TimeSeriesAnalysis}\right)\:$

$\mathrm{ts}≔\mathrm{TimeSeries}\left(\mathrm{Matrix}\left(\left[\left[5.\,3.\,2.\right]\,\left[2.\,\mathrm{Float}\left(\mathrm{undefined}\right)\,4.\right]\,\left[\mathrm{Float}\left(\mathrm{undefined}\right)\,5.\,1.\right]\,\left[6.\,2.\,6.\right]\,\left[4.\,4.\,4.\right]\,\left[1.\,3.\,2.\right]\right]\right)\,\mathrm{headers}\=\left[''A''\,''B''\,''C''\right]\,\mathrm{frequency}\=\mathrm{annual}\right)$

$\mathrm{ts}≔\left[\begin{array}{c}\mathrm{Time\; series}\\ \mathrm{A,\; B,\; C}\\ \mathrm{6\; rows\; of\; data:}\\ \mathrm{2017\; -\; 2022}\end{array}\right]$

$\mathrm{GetData}\left(\mathrm{ts}\right)$

$\left[\begin{array}{ccc}5.& 3.& 2.\\ 2.& Float\left(\mathrm{undefined}\right)& 4.\\ Float\left(\mathrm{undefined}\right)& 5.& 1.\\ 6.& 2.& 6.\\ 4.& 4.& 4.\\ 1.& 3.& 2.\end{array}\right]$

$\mathrm{ldts}≔\mathrm{LongestDefinedSubsequence}\left(\mathrm{ts}\right)$

$\mathrm{ldts}≔\left[\begin{array}{c}\mathrm{Time\; series}\\ \mathrm{A,\; B,\; C}\\ \mathrm{3\; rows\; of\; data:}\\ \mathrm{2020\; -\; 2022}\end{array}\right]$

$\mathrm{GetData}\left(\mathrm{ldts}\right)$

$\left[\begin{array}{ccc}6.& 2.& 6.\\ 4.& 4.& 4.\\ 1.& 3.& 2.\end{array}\right]$

$\mathrm{ts2}≔\mathrm{TimeSeries}\left(\left[2.1\,\mathrm{undefined}\,2.5\,2.4\,\mathrm{undefined}\,\mathrm{undefined}\,3.2\,2.4\right]\right)$

$\mathrm{ts2}≔\left[\begin{array}{c}\mathrm{Time\; series}\\ \mathrm{data\; set}\\ \mathrm{8\; rows\; of\; data:}\\ \mathrm{2015\; -\; 2022}\end{array}\right]$

$\mathrm{ldts2}≔\mathrm{LongestDefinedSubsequence}\left(\mathrm{ts2}\right)$

$\mathrm{ldts2}≔\left[\begin{array}{c}\mathrm{Time\; series}\\ \mathrm{data\; set}\\ \mathrm{2\; rows\; of\; data:}\\ \mathrm{2017\; -\; 2018}\end{array}\right]$

$\mathrm{GetData}\left(\mathrm{ldts2}\right)$

$\left[\begin{array}{c}2.50000000000000\\ 2.40000000000000\end{array}\right]$

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

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