computes the mean value of tseries over non-overlapping windows of width dt.
applies the function f to the values of tseries in non-overlapping windows of width dt.
- 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 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.
- The time series tseries can be a list of values , a list of time-value pairs , 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 can be used to determine the alignment of new times within each window.
- Settings for window alignment align include Left, Center (default), and Right.
- TimeSeriesAggregate threads pathwise for multipath TemporalData.
Introduced in 2014