Hi, I am a R begginer and I have a small problem with time series. I was wondering if someone could help me I am collecting data from packets going through a network, and using R for obtaining some simple statistics of connections. However, my data is not collected at a constant frequency, so I would like to create a evenly spaced TS from my traces, using the minimum time difference between two samples as the period for my new TS, and filling the gaps with NA (or 0s). I think ther must be some simple solution for this... Anyone could help me? Thanks in advance. -- Alvaro Saurin <alvaro.saurin at gmail.com> <saurin at dcs.gla.ac.uk>
Gabor Grothendieck
2005-Dec-12 16:31 UTC
[R] Generation of missiing values in a time serie...
First we generate some sample data x and its times tt.
Then using the zoo package we create an irregularly
spaced time series. Now if you want a regularly spaced
time series convert it to ts class. After loading zoo as
shown below, the R command vignette("zoo") gives more info.
x <- 1:4
tt <- c(1, 3, 4, 6)
library(zoo)
x.zoo <- zoo(x, tt) # irregularly spaced time series
x.ts <- as.ts(x.zoo) # regular time series with NAs
On 12/12/05, Alvaro Saurin <saurin at dcs.gla.ac.uk>
wrote:>
> Hi,
>
> I am a R begginer and I have a small problem with time series. I was
> wondering if someone could help me
>
> I am collecting data from packets going through a network, and using
> R for obtaining some simple statistics of connections. However, my
> data is not collected at a constant frequency, so I would like to
> create a evenly spaced TS from my traces, using the minimum time
> difference between two samples as the period for my new TS, and
> filling the gaps with NA (or 0s).
>
> I think ther must be some simple solution for this... Anyone could
> help me?
>
> Thanks in advance.
>
> --
> Alvaro Saurin <alvaro.saurin at gmail.com> <saurin at
dcs.gla.ac.uk>
>
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