LINQ aggregate and group by periods of time

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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).

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