Course grain a time series

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)