TimeSeriesWindow

TimeSeriesWindow[tseries,{tmin,tmax}] gives the elements of the time series tseries that fall between tmin and tmax.

TimeSeriesWindow[tseries,windowspec] gives the elements of the time series tseries that satisfy the window specification windowspec.

Examples

Extract a window from a time series:

ts = TimeSeries[{1, 2, 3, 4, 5}, {0, 4}];
TimeSeriesWindow[ts, {1, 3}]

Please visit the official Wolfram Language Reference for more details.