TimeSeriesAggregate
TimeSeriesAggregate[tseries,dt]
computes the mean value of tseries over non-overlapping windows of width dt.
TimeSeriesAggregate[tseries,dt,f]
applies the function f to the values of tseries in non-overlapping windows of width dt.
Details

- TimeSeriesAggregate is often used in time series analysis to compute aggregated statistics like yearly averages or monthly totals.
- TimeSeriesAggregate breaks the time series tseries into disjoint left-closed and right-open windows of equal width dt and applies a function f to the values in each segment.
- If there are no values in a segment, the segment is ignored.
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- The time series tseries can be a list of values {x1,x2,…}, a list of time-value pairs {{t1,x1},{t2,x2},…}, a TimeSeries, EventSeries, or TemporalData.
- The window width dt can be given as a positive number, a Quantity, or as a date increment.
- The window specification {dt,align} can be used to determine the alignment of new times within each window.
- Settings for window alignment align include Left, Center (default), and Right.
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- TimeSeriesAggregate threads pathwise for multipath TemporalData.
Examples
open allclose allBasic Examples (3)
Scope (20)
Applications (2)
Properties & Relations (1)
See Also
MovingMap TimeSeriesResample TimeSeriesThread RegularlySampledQ MinimumTimeIncrement TimeSeriesShift TimeSeriesRescale TimeSeriesMap TimeSeriesMapThread TimeSeriesInsert TimeSeriesWindow TimeSeriesModelFit TemporalData TimeSeries EventSeries
Related Guides
Introduced in 2014
(10.0)
| Updated in 2017 (11.1)