TemporalData has a number of properties for extracting the parts you need. To get the paths with time stamps use TemporalData[...]["Paths"]. To get the states use TemporalData[...]["States"].
I recommend looking at the details section of the documentation for TemporalData to see the full list of properties and read through the examples on that page to see how each is used.
Andy Ross Wolfram Research
On 6/15/2013 3:25 AM, Joe Gwinn wrote: > I would like to generate some random signals for use in exploring > signal-processing algorithms. > > For use as synthetic signals for the algorithm to chew upon, I'd like > to use ContinuousMarkovProcess and TelegraphProcess with > RandomFunction. With these, I can do statistics and plot things > freely. > > What I cannot quite get is a time series ready for such indignities as > Fourier. > > Now I can manually disassemble the data structure, but I don't find a > list of equispaced samples, I get a transition list, which is not the > same thing. > > Interpolation[Normal[temporal data object] // First, InterpolationOrder > -> 0] almost works, but the fine details are smeared over, even though > InterpolationOrder -> 0 works in ListLinePlot et al without apparent > smearing. > > What am I missing? It seems like Probability and Statistics has become > a walled city within Mathematica. I'm hoping to find a door in the wall, > rather than be forced to build by own little city one brick at a time. > > Joe Gwinn >