| seriesToBlock {opera} | R Documentation |
Convert a 1-dimensional series to blocks
Description
The functions seriesToBlock and blockToSeries convert 1-dimensional series into series of higher dimension.
For instance, suppose you have a time-series that consists of T = 100 days of d = 24 hours.
The function seriesToBlock converts the time-series X of Td = 2400 observations into a matrix of size c(T=100,d =24),
where each line corresponds to a specific day. This function is usefull if you need to perform the prediction day by day, instead of hour by hour.
The function can also be used to convert a matrix of expert prediction of dimension c(dT,K) where K is the number of experts,
into an array of dimension c(T,d,K). The new arrays of observations and of expert predictions can be
given to the aggregation rule procedure to perform d-dimensional predictions (i.e., day predictions).
Usage
seriesToBlock(X, d)
blockToSeries(X)
Arguments
X |
An array or a vector to be converted. |
d |
A positive integer defining the block size. |
Details
The function blockToSeries performs the inverse operation.