Julia Programming Projects

The collapse() method

This method allows for compressing data into a larger time frame, for instance converting daily data into weekly data:

julia> january = TimeArray(Date(2018, 1, 1):Day(1):Date(2018, 1, 31) |> collect, rand(31), [:values]) 
31×1 TimeArray{Float64,1,Date,Array{Float64,1}} 2018-01-01 to 2018-01-31 

It produces the following output:

If we want to collapse the january time series, we need to decide what to do about the data that's being collapsed. This is achieved by passing function arguments. The general form of the method is the following:

collapse(<time series>, <time function>, <time filtering function>, <value collapsing ...