TimeSeriesAggregate

TimeSeriesAggregate[tseries, dt] computes the mean value of tseries over non-overlapping windows of width dt.

TimeSeriesAggregate[tseries, dt, f] applies the function f to the values of tseries in non-overlapping windows of width dt.

Examples

Aggregate a time series by computing means:

ts = TimeSeries[{1, 2, 3, 4, 5, 6}, {0, 6}];
TimeSeriesAggregate[ts, 2]

Use a custom aggregation function:

TimeSeriesAggregate[ts, 2, Max]

Please visit the official Wolfram Language Reference for more details.