tsaggr: Non-overlapping temporal aggregation

In trnnick/mapa: Multiple Aggregation Prediction Algorithm

Non-overlapping temporal aggregation

Description

Non-overlapping temporal aggregation.

Usage

tsaggr(y,fout,fmean=c(FALSE,TRUE),outplot=c(FALSE,TRUE))

Arguments

y	Time series vector (can be ts object).
fout	Vector containing desirable aggregation levels. Must be positive and integer. If larger than length(y) then it is ignored.
fmean	If TRUE the aggregated is done using mean, otherwise sum is used.
outplot	If TRUE a plot of the original series and the aggregated ones is produced.

Value

out	List of temporally aggregated series. If y was a ts object, then 'out' has ts objects with appropriate frequencies. Any non-integer frequency is set equal to 1. Series are named ALx, where x is the aggregation level.
all	An array containing all aggregated series in the original frequency. Series are named ALx, where x is the aggregation level.
idx	List of indices used to produce 'out' from 'all': y.out[[i]] <- y.all[y.idx[[i]],i]. Series are named ALx, where x is the aggregation level.

Author(s)

Nikolaos Kourentzes, [e-mail].

Examples

out <- tsaggr(admissions,fout=2:12,fmean=TRUE,outplot=TRUE)

trnnick/mapa documentation built on Nov. 20, 2023, 7:32 p.m.