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    <p>Here's a way to do that:</p> <pre><code>Date &lt;- c("2009-05-1 10:00:00","2009-05-1 10:05:00","2009-05-1 10:10:00","2009-05-1 10:15:00","2009-05-1 10:20:00","2009-05-1 10:25:00") Dates &lt;- strptime(Date, "%Y-%m-%d %H:%M:%S") DF &lt;- data.frame(Dates,X=1:6, Y=1:6) DF2 &lt;- merge(DF,data.frame(Dates=DF$Dates - 5 * 60, YNext=DF$Y),by='Dates',all.x=T,all.y=F) DF3 &lt;- merge(DF2,data.frame(Dates=seq(from=min(DF2$Dates),to=max(DF2$Dates),by='1 min')),by='Dates',all=TRUE) tmpFun &lt;- function(d){ d$X &lt;- na.omit(d$X)[1] d$Y &lt;- ifelse(is.na(d$Y),(na.omit(d$Y)[1] + na.omit(d$YNext)[1]) / 2,d$Y) return(d) } DF4 &lt;- do.call(rbind,by(DF3,INDICES=(as.POSIXlt(DF3$Dates)$min %/% 5),FUN=tmpFun)) # "beautify" the data.frame (set the row names, and remove the YNext column) row.names(DF4) &lt;- 1:nrow(DF4) DF4$YNext &lt;- NULL </code></pre> <p>Result:</p> <pre><code>&gt; DF4 Dates X Y 1 2009-05-01 10:00:00 1 1.0 2 2009-05-01 10:01:00 1 1.5 3 2009-05-01 10:02:00 1 1.5 4 2009-05-01 10:03:00 1 1.5 5 2009-05-01 10:04:00 1 1.5 6 2009-05-01 10:05:00 2 2.0 7 2009-05-01 10:06:00 2 2.5 8 2009-05-01 10:07:00 2 2.5 9 2009-05-01 10:08:00 2 2.5 10 2009-05-01 10:09:00 2 2.5 11 2009-05-01 10:10:00 3 3.0 12 2009-05-01 10:11:00 3 3.5 13 2009-05-01 10:12:00 3 3.5 14 2009-05-01 10:13:00 3 3.5 15 2009-05-01 10:14:00 3 3.5 16 2009-05-01 10:15:00 4 4.0 17 2009-05-01 10:16:00 4 4.5 18 2009-05-01 10:17:00 4 4.5 19 2009-05-01 10:18:00 4 4.5 20 2009-05-01 10:19:00 4 4.5 21 2009-05-01 10:20:00 5 5.0 22 2009-05-01 10:21:00 5 5.5 23 2009-05-01 10:22:00 5 5.5 24 2009-05-01 10:23:00 5 5.5 25 2009-05-01 10:24:00 5 5.5 26 2009-05-01 10:25:00 6 6.0 </code></pre>
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