I have a family of functions that require two TimeSeries (A and B). As a trivial example, imagine a function called beta[tsA,tsB] that determines the slope of the linear regression line for the changes in A relative to changes in B. It is easy to find the slope for the entire series, but what if I want to apply it on a rolling basis?
MovingMap is no help because it allows only one TimeSeries as an argument. MapThread works but requires sacrificing all of MovingMap's sophistication about TimeSeries.