seriesToBlock
and blockToSeries
convert 1-dimensional series into series of higher dimension.
For instance, suppose you have a time-series that consists of $T = 100$ days of $d = 24$ hours.
The function seriesToBlock converts the time-series X of $Td = 2400$ observations into a matrix of size c(T=100,d =24)
,
where each line corresponds to a specific day. This function is usefull if you need to perform the prediction day by day, instead of hour by hour.
The function can also be used to convert a matrix of expert prediction of dimension c(dT,K)
where K is the number of experts,
into an array of dimension c(T,d,K)
. The new arrays of observations and of expert predictions can be
given to the aggregation rule procedure to perform d
-dimensional predictions (i.e., day predictions).
seriesToBlock(X, d)
blockToSeries(X)