ts_coarsegrain: Course grain a time series

In FredHasselman/casnet: A Toolbox for Studying Complex Adaptive Systems and Networks

Course grain a time series

Description

Generate a course grained version of a time series by summarising values into bins.

Usage

ts_coarsegrain(
  y,
  grain = 2,
  summaryFunction = c("mean", "median", "min", "max", "maxFreq")[1],
  retainLength = FALSE
)

Arguments

y	A numeric vector
grain	The bin size in which to summarise the values (default = 2)
summaryFunction	How should the data be summarized in the bins? Can be "mean", "median", "min", "max", or, "maxFreq". Value "maxFreq" is for categorical data and will pick the most frequently occurring category within the bin (default = "mean")
retainLength	Return only the bin values (FALSE), or retain the length of the original series? (default = TRUE)

Value

A coarse grained version of y.

Examples

set.seed(1234)
y <- rnorm(100)
y1 <- ts_coarsegrain(y, grain = 3)
y2 <- ts_coarsegrain(y, grain = 3, retainLength = TRUE)
y3 <- ts_coarsegrain(y, grain = 3, retainLength = TRUE, summaryFunction = "max")

t1 <- seq(1,length(y), by = 3)

plot(t1+1, y1, col = "red3", type = "l", ylim = c(-3,3), xlab = "time", ylab = "Y")
lines(y, col = "grey70")
lines(y2, col = "steelblue")
lines(y3, col = "green3")
legend(60, -1.3, legend=c("Original", "Mean", "Mean + Retain Length", "Max + Retain Length"),
lty = 1, col=c("grey70", "red3", "steelblue","green3"), cex = 0.7)

FredHasselman/casnet documentation built on April 20, 2024, 3:05 p.m.