The issue to which you refer is putting 2 time-series with
non-aligned (or inconsistent) time-stamps onto a consistent
basis. There are four functions to assist with this task
in the 'its' package: try ?its-join for help.
In essence, there are two approaches to the problem. In one,
you take the union of the time-stamps as the consistent basis,
and in the other approach, you take the intersection. From
what you say, it sounds like you want the union, for your
application, i.e. unionIts(A,B). You can then apply the
interpolation function of your choice.
If you have further points to raise, and the documentation
provided does not answer your questions, I suggest you contact
me off-list.
Regards
Giles Heywood
> -----Original Message-----
> From: Fan [mailto:xiao.gang.fan1 at libertysurf.fr]
> Sent: 17 August 2003 17:12
> To: Heywood, Giles
> Subject: Re: [R] New package: irregular time-series (its)
>
>
> Hello Giles,
>
> Congratulations for your contributed R package its.
>
> I'm having a little problem, and I'd like to know if
> there's already a general function in its (or other packages)
> to manage it. If not, could you add such function in its ?
>
> With irregular time series, we need sometimes MERGE 2
> or several time series with different periodicities, for
> example:
>
> A = a monthly regular time series (ex. end of each month),
> B = a business daily time series
>
> To analyse conjointly the 2 series, one need to "expand"
> A to a daily series with the same time points as B (with
> the option of different method of interpolation: constant,
> linear, spline, etc.).
>
> Thanks in advance
> --
> Fan
>
> Heywood, Giles wrote:
> > I have uploaded to CRAN a new package named 'its'
> (Irregular Time-Series).
> > It
> > implements irregular time-series as an S4 class, extending
> the matrix class,
> > and records the time-stamp of each row in the matrix using
> POSIX. Print,
> > plot,
> > extraction, append, and related functionality are available.
> >
> > Feedback and suggestions are welcome.
> >
> > Giles Heywood
> >
> >
> >
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>
>
>
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