A note tacked onto https://strommarkt-at.apps.garden/notebooks/timeseries_demo

iso-dates.clj

;; If you have to do any sophisticated time calculations, including
;; calendrical stuff (day of week, &c), you should obviously use a
;; library to handle that stuff. However, if you only need some simple
;; things it can be very useful to leave ISO 8601 formatted dates in
;; string representation...

;; gold/oz 1995-01-03 to 2016-11-10
(def data
 (->> (slurp "https://www.math.ttu.edu/~atrindad/tsdata/FTSdatasets/Gold.csv")
      clojure.string/split-lines
      rest
      (map #((juxt first (comp read-string second))
             (clojure.string/split % #",")))
      (into (sorted-map))))

(count data)
;;=> 5526

;; Because ISO 8601 (YYYY-MM-DD) dates sort lexicographically, we can
;; easily partition by year and month

(def data-yearly
  (partition-by #(subs (first %) 0 4) data))

(count data-yearly)
;; => 22

;; average price per year, 1995-2016
(map #(let [prices (map second %)]
        [(ffirst %) (/ (apply + prices) (count prices))])
     data-yearly)
;; =>
;; (["1995-01-03" 384.07063492063486]
;;  ["1996-01-02" 387.7348425196852]
;;  ["1997-01-02" 330.99683794466415]
;;  ["1998-01-02" 294.1223320158102]
;;  ["1999-01-04" 278.8626984126983]
;;  ["2000-01-04" 279.2896825396827]
;;  ["2001-01-02" 271.19011857707505]
;;  ["2002-01-02" 310.07599206349204]
;;  ["2003-01-02" 363.8316205533598]
;;  ["2004-01-02" 409.5322834645669]
;;  ["2005-01-04" 444.98789682539683]
;;  ["2006-01-03" 604.3378968253966]
;;  ["2007-01-02" 696.4312252964429]
;;  ["2008-01-02" 872.3722440944882]
;;  ["2009-01-02" 973.6581027667984]
;;  ["2010-01-04" 1226.664624505929]
;;  ["2011-01-04" 1573.1599601593628]
;;  ["2012-01-03" 1668.857142857143]
;;  ["2013-01-02" 1409.505928853755]
;;  ["2014-01-02" 1266.0626482213438]
;;  ["2015-01-02" 1159.8211462450597]
;;  ["2016-01-04" 1261.2420091324207])

;; just as easy to group monthly
(def data-monthly 
  (partition-by #(subs (first %) 0 7) data))

(count data-monthly)
;;=> 263

;; N.B. weekly is harder! :)

;; range queries are super easy and clear when using strings
(def subset-1997+1998
  (subseq data > "1997" < "1999"))

(count subset-1997+1998)
;;=> 506

;; and, of course, you can take windows easily with partition.  here's
;; a moving average of the proceding five days for each day in the
;; selected year range.
(mapv (fn [chunk]
        [(first (last chunk))
         (let [prices (map second chunk)]
           (/ (apply + prices) (count prices)))])
 (partition 5 1 subset-1997+1998))
;;=> [["1997-01-08" 360.96]
;;    ["1997-01-09" 358.29999999999995]
;;    ["1997-01-10" 357.15]
;;    ["1997-01-13" 357.21999999999997]
;;    ["1997-01-14" 357.15] ...