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Jan Schwanbeck

2010-Mar-18 18:00 UTC

[R] merge.zoo produces non unique chron time series

Dear all,

merge.zoo produces duplicated time indexes in the example stated below. 
Can anybody explain, what I am doing wrong?

Many thanks!

Jan

(R 2.10.0, WindowsXP)

require(chron)
require(zoo)

# create time series (zoo.ts) with no data from 31Aug2009 14:50 to 
3Sep2009 7:25
t.st <-
chron("31/08/2009","09:20:00",format=c("d/m/Y","h:m:s"))
t.nd <-
chron("31/08/2009","14:50:00",format=c("d/m/Y","h:m:s"))
t.indexA<-seq(t.st,t.nd,by=1/(24*12))

t.st <-
chron("03/09/2009","07:25:00",format=c("d/m/Y","h:m:s"))
t.nd <-
chron("03/09/2009","23:55:00",format=c("d/m/Y","h:m:s"))
t.indexB<-seq(t.st,t.nd,by=1/(24*12))

t.index<-c(t.indexA,t.indexB)

zoo.ts <- zoo(0,t.index)

# create reference time series (zoo.ts.pot) without missing time steps
t.st <- head(time(zoo.ts),1)
t.nd <- tail(time(zoo.ts),1)
t.index<-seq(t.st,t.nd,by=1/(24*12))
zoo.ts.pot <- zoo(NA,t.index)

# merge erroneous time series with reference time series
zoo.ts.cor <- merge.zoo(zoo.ts.pot,zoo.ts)

####################################
#################### Do not run: Results:
                               zoo.ts.pot zoo.ts
(31/08/09 09:20:00)         NA      0
(31/08/09 09:25:00)         NA      0
(31/08/09 09:30:00)         NA      0
...
(31/08/09 14:50:00)         NA      0
(31/08/09 14:55:00)         NA     NA
(31/08/09 15:00:00)         NA     NA
(31/08/09 15:05:00)         NA     NA
...
(03/09/09 07:15:00)         NA     NA
(03/09/09 07:20:00)         NA     NA
(03/09/09 07:25:00)         NA      0
(03/09/09 07:30:00)         NA      0
(03/09/09 07:35:00)         NA      0
(03/09/09 07:40:00)         NA      0
(03/09/09 07:45:00)         NA      0
(03/09/09 07:50:00)         NA      0
(03/09/09 07:55:00)         NA      0
(03/09/09 08:00:00)         NA      0
# everything o.k. up to here
(03/09/09 08:00:00)         NA     NA
# from here: every tenth time stamp is duplicated. Why?
...
(03/09/09 08:45:00)         NA      0
(03/09/09 08:45:00)         NA     NA
..
(03/09/09 09:30:00)         NA      0
(03/09/09 09:30:00)         NA     NA
...

Gabor Grothendieck

2010-Mar-18 19:05 UTC

head link

[R] merge.zoo produces non unique chron time series

It occurs because the two series have times that are slightly
different. For example, it may appear that the times at positions 909
and 910 are the same but in fact they are different:
> tt <- time(zoo.ts.cor)[909:910]; tt
[1] (03/09/09 12:30:00) (03/09/09 12:30:00)> diff(as.numeric(tt))[1] 1.818989e-12

Here are two ways to deal with this:

############
# 1. Use a different date/time class.
############

############
# 2. Round off inputs to merge:
############

rnd <- function(x) round(24 * 3600 * x + 0.5) / (24 * 3600)
Rnd <- function(x) {
	time(x) <- chron(rnd(as.numeric(time(x))))
	x
}

zoo.ts.cor.rnd <- merge.zoo(Rnd(zoo.ts.pot), Rnd(zoo.ts))


############
# 3. zoo provides a facility for the user to change how matching is done.
#    Define a MATCH method for the class of interest.  In this case
its done like this:
############

# rnd function is from above
MATCH.chron <- function(x, table, nomatch = NA, ...) {
	match(rnd(as.numeric(x)), rnd(as.numeric(table)), nomatch = nomatch, ...)
}

zoo.ts.cor.ok <- merge.zoo(zoo.ts.pot, zoo.ts)


On Thu, Mar 18, 2010 at 2:00 PM, Jan Schwanbeck <jschwanb at gmail.com>
wrote:> Dear all,
>
> merge.zoo produces duplicated time indexes in the example stated below. Can
> anybody explain, what I am doing wrong?
>
> Many thanks!
>
> Jan
>
> (R 2.10.0, WindowsXP)
>
> require(chron)
> require(zoo)
>
> # create time series (zoo.ts) with no data from 31Aug2009 14:50 to 3Sep2009
> 7:25
> t.st <-
chron("31/08/2009","09:20:00",format=c("d/m/Y","h:m:s"))
> t.nd <-
chron("31/08/2009","14:50:00",format=c("d/m/Y","h:m:s"))
> t.indexA<-seq(t.st,t.nd,by=1/(24*12))
>
> t.st <-
chron("03/09/2009","07:25:00",format=c("d/m/Y","h:m:s"))
> t.nd <-
chron("03/09/2009","23:55:00",format=c("d/m/Y","h:m:s"))
> t.indexB<-seq(t.st,t.nd,by=1/(24*12))
>
> t.index<-c(t.indexA,t.indexB)
>
> zoo.ts <- zoo(0,t.index)
>
> # create reference time series (zoo.ts.pot) without missing time steps
> t.st <- head(time(zoo.ts),1)
> t.nd <- tail(time(zoo.ts),1)
> t.index<-seq(t.st,t.nd,by=1/(24*12))
> zoo.ts.pot <- zoo(NA,t.index)
>
> # merge erroneous time series with reference time series
> zoo.ts.cor <- merge.zoo(zoo.ts.pot,zoo.ts)
>
> ####################################
> #################### Do not run: Results:
> ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?zoo.ts.pot zoo.ts
> (31/08/09 09:20:00) ? ? ? ? NA ? ? ?0
> (31/08/09 09:25:00) ? ? ? ? NA ? ? ?0
> (31/08/09 09:30:00) ? ? ? ? NA ? ? ?0
> ...
> (31/08/09 14:50:00) ? ? ? ? NA ? ? ?0
> (31/08/09 14:55:00) ? ? ? ? NA ? ? NA
> (31/08/09 15:00:00) ? ? ? ? NA ? ? NA
> (31/08/09 15:05:00) ? ? ? ? NA ? ? NA
> ...
> (03/09/09 07:15:00) ? ? ? ? NA ? ? NA
> (03/09/09 07:20:00) ? ? ? ? NA ? ? NA
> (03/09/09 07:25:00) ? ? ? ? NA ? ? ?0
> (03/09/09 07:30:00) ? ? ? ? NA ? ? ?0
> (03/09/09 07:35:00) ? ? ? ? NA ? ? ?0
> (03/09/09 07:40:00) ? ? ? ? NA ? ? ?0
> (03/09/09 07:45:00) ? ? ? ? NA ? ? ?0
> (03/09/09 07:50:00) ? ? ? ? NA ? ? ?0
> (03/09/09 07:55:00) ? ? ? ? NA ? ? ?0
> (03/09/09 08:00:00) ? ? ? ? NA ? ? ?0
> # everything o.k. up to here
> (03/09/09 08:00:00) ? ? ? ? NA ? ? NA
> # from here: every tenth time stamp is duplicated. Why?
> ...
> (03/09/09 08:45:00) ? ? ? ? NA ? ? ?0
> (03/09/09 08:45:00) ? ? ? ? NA ? ? NA
> ..
> (03/09/09 09:30:00) ? ? ? ? NA ? ? ?0
> (03/09/09 09:30:00) ? ? ? ? NA ? ? NA
> ...
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

Gabor Grothendieck

2010-Mar-18 22:37 UTC

head link

[R] merge.zoo produces non unique chron time series

Here is a shorter and improved version:

# 2
Rnd <- function(x) {
       time(x) <- trunc(time(x), "sec")
       x
}
zoo.ts.cor.2 <- merge.zoo(Rnd(zoo.ts.pot), Rnd(zoo.ts))

# 3
MATCH.times <- function(x, table, nomatch = NA, ...) match(trunc(x,
"sec"), trunc(table, "sec"), nomatch = nomatch, ...)
zoo.ts.cor.3 <- merge.zoo(zoo.ts.pot, zoo.ts)




On Thu, Mar 18, 2010 at 3:05 PM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:> It occurs because the two series have times that are slightly
> different. For example, it may appear that the times at positions 909
> and 910 are the same but in fact they are different:
>
>> tt <- time(zoo.ts.cor)[909:910]; tt
> [1] (03/09/09 12:30:00) (03/09/09 12:30:00)
>> diff(as.numeric(tt))
> [1] 1.818989e-12
>
> Here are two ways to deal with this:
>
> ############
> # 1. Use a different date/time class.
> ############
>
> ############
> # 2. Round off inputs to merge:
> ############
>
> rnd <- function(x) round(24 * 3600 * x + 0.5) / (24 * 3600)
> Rnd <- function(x) {
> ? ? ? ?time(x) <- chron(rnd(as.numeric(time(x))))
> ? ? ? ?x
> }
>
> zoo.ts.cor.rnd <- merge.zoo(Rnd(zoo.ts.pot), Rnd(zoo.ts))
>
>
> ############
> # 3. zoo provides a facility for the user to change how matching is done.
> # ? ?Define a MATCH method for the class of interest. ?In this case
> its done like this:
> ############
>
> # rnd function is from above
> MATCH.chron <- function(x, table, nomatch = NA, ...) {
> ? ? ? ?match(rnd(as.numeric(x)), rnd(as.numeric(table)), nomatch = nomatch,
...)
> }
>
> zoo.ts.cor.ok <- merge.zoo(zoo.ts.pot, zoo.ts)
>
>
> On Thu, Mar 18, 2010 at 2:00 PM, Jan Schwanbeck <jschwanb at
gmail.com> wrote:
>> Dear all,
>>
>> merge.zoo produces duplicated time indexes in the example stated below.
Can
>> anybody explain, what I am doing wrong?
>>
>> Many thanks!
>>
>> Jan
>>
>> (R 2.10.0, WindowsXP)
>>
>> require(chron)
>> require(zoo)
>>
>> # create time series (zoo.ts) with no data from 31Aug2009 14:50 to
3Sep2009
>> 7:25
>> t.st <-
chron("31/08/2009","09:20:00",format=c("d/m/Y","h:m:s"))
>> t.nd <-
chron("31/08/2009","14:50:00",format=c("d/m/Y","h:m:s"))
>> t.indexA<-seq(t.st,t.nd,by=1/(24*12))
>>
>> t.st <-
chron("03/09/2009","07:25:00",format=c("d/m/Y","h:m:s"))
>> t.nd <-
chron("03/09/2009","23:55:00",format=c("d/m/Y","h:m:s"))
>> t.indexB<-seq(t.st,t.nd,by=1/(24*12))
>>
>> t.index<-c(t.indexA,t.indexB)
>>
>> zoo.ts <- zoo(0,t.index)
>>
>> # create reference time series (zoo.ts.pot) without missing time steps
>> t.st <- head(time(zoo.ts),1)
>> t.nd <- tail(time(zoo.ts),1)
>> t.index<-seq(t.st,t.nd,by=1/(24*12))
>> zoo.ts.pot <- zoo(NA,t.index)
>>
>> # merge erroneous time series with reference time series
>> zoo.ts.cor <- merge.zoo(zoo.ts.pot,zoo.ts)
>>
>> ####################################
>> #################### Do not run: Results:
>> ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?zoo.ts.pot zoo.ts
>> (31/08/09 09:20:00) ? ? ? ? NA ? ? ?0
>> (31/08/09 09:25:00) ? ? ? ? NA ? ? ?0
>> (31/08/09 09:30:00) ? ? ? ? NA ? ? ?0
>> ...
>> (31/08/09 14:50:00) ? ? ? ? NA ? ? ?0
>> (31/08/09 14:55:00) ? ? ? ? NA ? ? NA
>> (31/08/09 15:00:00) ? ? ? ? NA ? ? NA
>> (31/08/09 15:05:00) ? ? ? ? NA ? ? NA
>> ...
>> (03/09/09 07:15:00) ? ? ? ? NA ? ? NA
>> (03/09/09 07:20:00) ? ? ? ? NA ? ? NA
>> (03/09/09 07:25:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 07:30:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 07:35:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 07:40:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 07:45:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 07:50:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 07:55:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 08:00:00) ? ? ? ? NA ? ? ?0
>> # everything o.k. up to here
>> (03/09/09 08:00:00) ? ? ? ? NA ? ? NA
>> # from here: every tenth time stamp is duplicated. Why?
>> ...
>> (03/09/09 08:45:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 08:45:00) ? ? ? ? NA ? ? NA
>> ..
>> (03/09/09 09:30:00) ? ? ? ? NA ? ? ?0
>> (03/09/09 09:30:00) ? ? ? ? NA ? ? NA
>> ...
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>

Gabor Grothendieck

2010-Mar-19 11:15 UTC

head link

[R] merge.zoo produces non unique chron time series

Also, fyi, MATCH.times has been added to the development version of
zoo so in the future these workarounds will not be necessary.  That
is, in the next version of zoo one can simply write merge(zoo.ts.pot,
zoo.ts) here.

On Thu, Mar 18, 2010 at 6:37 PM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:> Here is a shorter and improved version:
>
> # 2
> Rnd <- function(x) {
> ? ? ? time(x) <- trunc(time(x), "sec")
> ? ? ? x
> }
> zoo.ts.cor.2 <- merge.zoo(Rnd(zoo.ts.pot), Rnd(zoo.ts))
>
> # 3
> MATCH.times <- function(x, table, nomatch = NA, ...) match(trunc(x,
> "sec"), trunc(table, "sec"), nomatch = nomatch, ...)
> zoo.ts.cor.3 <- merge.zoo(zoo.ts.pot, zoo.ts)
>
>
>
>
> On Thu, Mar 18, 2010 at 3:05 PM, Gabor Grothendieck
> <ggrothendieck at gmail.com> wrote:
>> It occurs because the two series have times that are slightly
>> different. For example, it may appear that the times at positions 909
>> and 910 are the same but in fact they are different:
>>
>>> tt <- time(zoo.ts.cor)[909:910]; tt
>> [1] (03/09/09 12:30:00) (03/09/09 12:30:00)
>>> diff(as.numeric(tt))
>> [1] 1.818989e-12
>>
>> Here are two ways to deal with this:
>>
>> ############
>> # 1. Use a different date/time class.
>> ############
>>
>> ############
>> # 2. Round off inputs to merge:
>> ############
>>
>> rnd <- function(x) round(24 * 3600 * x + 0.5) / (24 * 3600)
>> Rnd <- function(x) {
>> ? ? ? ?time(x) <- chron(rnd(as.numeric(time(x))))
>> ? ? ? ?x
>> }
>>
>> zoo.ts.cor.rnd <- merge.zoo(Rnd(zoo.ts.pot), Rnd(zoo.ts))
>>
>>
>> ############
>> # 3. zoo provides a facility for the user to change how matching is
done.
>> # ? ?Define a MATCH method for the class of interest. ?In this case
>> its done like this:
>> ############
>>
>> # rnd function is from above
>> MATCH.chron <- function(x, table, nomatch = NA, ...) {
>> ? ? ? ?match(rnd(as.numeric(x)), rnd(as.numeric(table)), nomatch =
nomatch, ...)
>> }
>>
>> zoo.ts.cor.ok <- merge.zoo(zoo.ts.pot, zoo.ts)
>>
>>
>> On Thu, Mar 18, 2010 at 2:00 PM, Jan Schwanbeck <jschwanb at
gmail.com> wrote:
>>> Dear all,
>>>
>>> merge.zoo produces duplicated time indexes in the example stated
below. Can
>>> anybody explain, what I am doing wrong?
>>>
>>> Many thanks!
>>>
>>> Jan
>>>
>>> (R 2.10.0, WindowsXP)
>>>
>>> require(chron)
>>> require(zoo)
>>>
>>> # create time series (zoo.ts) with no data from 31Aug2009 14:50 to
3Sep2009
>>> 7:25
>>> t.st <-
chron("31/08/2009","09:20:00",format=c("d/m/Y","h:m:s"))
>>> t.nd <-
chron("31/08/2009","14:50:00",format=c("d/m/Y","h:m:s"))
>>> t.indexA<-seq(t.st,t.nd,by=1/(24*12))
>>>
>>> t.st <-
chron("03/09/2009","07:25:00",format=c("d/m/Y","h:m:s"))
>>> t.nd <-
chron("03/09/2009","23:55:00",format=c("d/m/Y","h:m:s"))
>>> t.indexB<-seq(t.st,t.nd,by=1/(24*12))
>>>
>>> t.index<-c(t.indexA,t.indexB)
>>>
>>> zoo.ts <- zoo(0,t.index)
>>>
>>> # create reference time series (zoo.ts.pot) without missing time
steps
>>> t.st <- head(time(zoo.ts),1)
>>> t.nd <- tail(time(zoo.ts),1)
>>> t.index<-seq(t.st,t.nd,by=1/(24*12))
>>> zoo.ts.pot <- zoo(NA,t.index)
>>>
>>> # merge erroneous time series with reference time series
>>> zoo.ts.cor <- merge.zoo(zoo.ts.pot,zoo.ts)
>>>
>>> ####################################
>>> #################### Do not run: Results:
>>> ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?zoo.ts.pot zoo.ts
>>> (31/08/09 09:20:00) ? ? ? ? NA ? ? ?0
>>> (31/08/09 09:25:00) ? ? ? ? NA ? ? ?0
>>> (31/08/09 09:30:00) ? ? ? ? NA ? ? ?0
>>> ...
>>> (31/08/09 14:50:00) ? ? ? ? NA ? ? ?0
>>> (31/08/09 14:55:00) ? ? ? ? NA ? ? NA
>>> (31/08/09 15:00:00) ? ? ? ? NA ? ? NA
>>> (31/08/09 15:05:00) ? ? ? ? NA ? ? NA
>>> ...
>>> (03/09/09 07:15:00) ? ? ? ? NA ? ? NA
>>> (03/09/09 07:20:00) ? ? ? ? NA ? ? NA
>>> (03/09/09 07:25:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 07:30:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 07:35:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 07:40:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 07:45:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 07:50:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 07:55:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 08:00:00) ? ? ? ? NA ? ? ?0
>>> # everything o.k. up to here
>>> (03/09/09 08:00:00) ? ? ? ? NA ? ? NA
>>> # from here: every tenth time stamp is duplicated. Why?
>>> ...
>>> (03/09/09 08:45:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 08:45:00) ? ? ? ? NA ? ? NA
>>> ..
>>> (03/09/09 09:30:00) ? ? ? ? NA ? ? ?0
>>> (03/09/09 09:30:00) ? ? ? ? NA ? ? NA
>>> ...
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>

R help - Mar 2010 - merge.zoo produces non unique chron time series

[R] merge.zoo produces non unique chron time series

[R] merge.zoo produces non unique chron time series

[R] merge.zoo produces non unique chron time series

[R] merge.zoo produces non unique chron time series