From Floyd on 5/22/18:
If the user changes the time period in DM all data is lost. I can see why in the case of going from months to telescoping. In some recent cases, the users just wanted to extend the time and add more months. I developed a simple utility to FMTWRITE all ROWVIEWs to disk and FMTDATA them back in after the time extension. This could be extended to deal with telescoping time series. I really do not think it makes sense to have to custom write a utility each time to change time definitions.
Attached is an example of code that Floyd created to allow for adding to the horizon. It does not handle the telescoping issue and would have to be modified to do so.