resample {onlineforecast}

Resampling to equidistant time series

Description

Make a downsampling to a lower sampling frequency

Usage

resample(
  object,
  ts,
  tstart = NA,
  tend = NA,
  timename = "t",
  fun = mean,
  quantizetime = TRUE,
  ...
)

Arguments

object

Can be data.frame

ts

(numeric) New sample period in seconds

tstart

A POSIXxx (or charater or numeric), which indicates the first time point in the series returned

tend

A POSIXxx (or charater or numeric), which indicates the last time point in the series returned

timename

(character) The name of the time column in object

fun

(function) The function of apply. Default is mean, such that average values are obtained

quantizetime

(logical) Should the new time points be set to the end of the time intervals, or should they also be the result of the fun function

...

Passed on to the fun function

Details

Given an object with a column indicating the time points of the observations the function returns a similar object, where the function is applied for each new (and longer) interval.

Typically it is used if for example 15 minute values should be made into 1 hour values.

NOTE that it is always assumed that the time point is at the end of the time interval, e.g. if hourly values are returned, then "2019-01-01 01:00" indicates the first hour in 2019.

All time points at the time point (border) of between two intervals is assigned to the first interval of the two.

Value

A downsampled data.frame

Examples

# Generate some test data with 10 minutes sampling frequency for one day
X <- data.frame(t=seq(ct("2019-01-01 00:10"),ct("2019-01-02"), by=10*60))

# A single sine over the day
X$val <- sin(as.numeric(X$t)/3600*2*pi/(24))

# Resample to hourly average values
Xre <- resample(X, 3600)
plot(X$t, X$val)
lines(Xre$t, Xre$val, type="b", col=2)

# Resample to hourly max values
Xre <- resample(X, 3600, fun=max)
lines(Xre$t, Xre$val, type="b", col=3)

# Another starting time point
Xre <- resample(X, 3600, tstart="2019-01-01 00:30")
lines(Xre$t, Xre$val, type="b", col=4)