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scale

Rescales a TimeSeries to a different calendar

Syntax​

ts = scale(input, calendar)
ts = scale(input, calendar, observed)
ts = scale(input, calendar, observed, distribution)
Observed​

Observed relates to the way the value is recorded and can be one of the following:

  • beginning
  • end
  • averaged
  • summed
  • high
  • low
  • delta
  • none
Distribution​

Distribution relates to the way a value is distributed across observations when you are scaling from lower to a higher frequency calendar and can be one of the following:

  • constant
  • linear
  • cubic
info

For more information and examples of scaling TimeSeries, see here

Example​

// Daily to Weekly
tsd = TimeSeries("2021-10-01", "DAILY", [12.5,13,14,15.5,14.2])
tsw = scale(tsd, WeeklyCalendar("Friday"))
print tsw.values
[
2021-09-24  12.500000
2021-10-01  14.200000
]