Question

I’m trying to understand how LINQ can be used to group data by intervals of time; and then ideally aggregate each group.

Finding numerous examples with explicit date ranges, I’m trying to group by periods such as 5-minutes, 1-hour, 1-day.

For example, I have a class that wraps a DateTime with a value:

public class Sample
{
     public DateTime timestamp;
     public double value;
}

These observations are contained as a series in a List collection:

List<Sample> series;

So, to group by hourly periods of time and aggregate value by average, I’m trying to do something like:

var grouped = from s in series
              group s by new TimeSpan(1, 0, 0) into g
              select new { timestamp = g.Key, value = g.Average(s => s.value };

This is fundamentally flawed, as it groups the TimeSpan itself. I can’t understand how to use the TimeSpan (or any data type representing an interval) in the query.

Answer 1

You could round the time stamp to the next boundary (i.e. down to the closest 5 minute boundary in the past) and use that as your grouping:

var groups = series.GroupBy(x =>
{
    var stamp = x.timestamp;
    stamp = stamp.AddMinutes(-(stamp.Minute % 5));
    stamp = stamp.AddMilliseconds(-stamp.Millisecond - 1000 * stamp.Second);
    return stamp;
})
.Select(g => new { TimeStamp = g.Key, Value = g.Average(s => s.value) })
.ToList();

Above achieves that by using a modified time stamp in the grouping, which sets the minutes to the previous 5 minute boundary and removes the seconds and milliseconds. The same approach of course can be used for other time periods, i.e. hours and days.

Edit:

Based on this made up sample input:

var series = new List<Sample>();
series.Add(new Sample() { timestamp = DateTime.Now.AddMinutes(3) });
series.Add(new Sample() { timestamp = DateTime.Now.AddMinutes(4) });
series.Add(new Sample() { timestamp = DateTime.Now.AddMinutes(5) });
series.Add(new Sample() { timestamp = DateTime.Now.AddMinutes(6) });
series.Add(new Sample() { timestamp = DateTime.Now.AddMinutes(7) });
series.Add(new Sample() { timestamp = DateTime.Now.AddMinutes(15) });

3 groups were produced for me, one with grouping timestamp 3:05, one with 3:10 and one with 3:20 pm (your results may vary based on current time).