Hi Christopher,

in your example above (taken from the documentation) both TimeSeries describe data belonging to the identical date range! So an operation (subtraction here) can be done "date-wise", i.e. (value1 at some date) - (value2 at the same date). In your original problem you do not have this situation, but just the opposite: Every of your data is associated with a different date. It is basically the same as if you would try to do this:

goog12 = FinancialData["GOOGL", {"Jan. 1, 2012", "Dec. 31, 2012"}];
appl13 = FinancialData["AAPL", {"Jan. 1, 2013", "Dec. 31, 2013"}];
DateListPlot[TimeSeriesThread[First[#] - Last[#] &, {goog12, appl13}]]

(This was the point I tried to make in my first reply.) And therefore - at least according to my understanding - the application of TimeSeriesThread does not make sense here.

Regards -- Henrik

Hi Christopher,

I guess TimeSeriesThread is not suitable for your problem, because the output you want cannot be assigned to a specific date but just to a month in general. So the simplest solution would probably be to extract just the temperatures (which are sorted in monthly order anyway):

wd = WeatherData["Syracuse", "MaxTemperature", {{#, 1, 1}, {#, 12, 31}, "Month"}] & /@ Range[2000, 2017];
meanTemps = Mean /@ Transpose[Map[Last, Normal@wd, {2}]];
ListLinePlot[meanTemps, AxesLabel -> {"month", Automatic}]

By they way: The number in question is 18 (i.e. Range[2000, 2017] // Length)

I hope this helps, regards -- Henrik