# aggregate.time.series: Aggregate a fine time series to a coarse summary In bsts: Bayesian Structural Time Series

## Description

Aggregate measurements from a fine scaled time series into a coarse time series. This is similar to functions from the `xts` package, but it can handle aggregation from weeks to months.

## Usage

 ```1 2 3 4 5 6``` ``` AggregateTimeSeries(fine.series, contains.end, membership.fraction, trim.left = any(membership.fraction < 1), trim.right = NULL, byrow = TRUE) ```

## Arguments

 `fine.series` A numeric vector or matrix giving the fine scale time series to be aggregated. `contains.end` A logical vector corresponding to `fine.series` indicating whether each fine time interval contains the end of a coarse time interval. `membership.fraction` A numeric vector corresponding to `fine.series`, giving the fraction of each time interval's observation attributable to the coarse interval containing the fine interval's first day. This will usually be a vector of 1's, unless `fine.series` is weekly. `trim.left` Logical indicating whether the first observation in the coarse aggregate should be removed. `trim.right` Logical indicating whether the final observation in the coarse aggregate should be removed. `byrow` Logical. If `fine.series` is a matrix, this argument indicates whether rows (`TRUE`) or columns (`FALSE`) correspond to time points.

## Value

A matrix (if `fine.series` is a matrix) or vector (otherwise) containing the aggregated values of `fine.series`.

## Author(s)

Steven L. Scott [email protected]

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15``` ``` week.ending <- as.Date(c("2011-11-05", "2011-11-12", "2011-11-19", "2011-11-26", "2011-12-03", "2011-12-10", "2011-12-17", "2011-12-24", "2011-12-31")) membership.fraction <- GetFractionOfDaysInInitialMonth(week.ending) which.month <- MatchWeekToMonth(week.ending, as.Date("2011-11-01")) contains.end <- WeekEndsMonth(week.ending) weekly.values <- rnorm(length(week.ending)) monthly.values <- AggregateTimeSeries(weekly.values, contains.end, membership.fraction) ```

bsts documentation built on May 29, 2017, 10:28 p.m.