This function performs a mobile average windows on the whole time
series. Thus, if the time series represents flood discharges, it
returns the averaged discharges over a specific duration.
Usage
ts2tsd(ts, d, vol = FALSE, method = "linear")
Value
Returns a time series like object ts. In particular
ts[,"time"] and tsd[,"time"] are identical.
Arguments
ts
The time series. It consists of two columns: one named
"time" and the second "obs".
d
Numeric which corresponds of the duration for the mobile
window.
vol
Logical. If FALSE -the default, average values are
computed, else volumes.
method
Specifies the interpolation method to be used. Choices
are "linear" or "constant".
Warnings
Please note that as the time series is interpolated, caution should be
taken if the method to interpolate is not efficient.
Note that object d should have the same unit than
ts[,"time"].
Author
Mathieu Ribatet
Details
A mobile windows of length d is performed on the whole time
sire. The ``discrete'' time series in first transformed in a
function; interpolation are obtained using the approx
function. Thus, if f(t) is the function representing the time series,
volume over duration d is defined by:
$$vol(t) = \int_{t-d/2}^{t+d/2} f(u)du$$
while average values are:
$$ave(t) = \frac{1}{d}\int_{t-d/2}^{t+d/2} f(u)du$$