thr3ads.net - R help - [R] Need help with time series data [Jan 2013]

If this information is useful, please help other people find it:
Share via:

Simonas Kecorius

2013-Jan-05 13:54 UTC

[R] Need help with time series data

Dear R users,

Could you share your knowledge on following problem:

Suppose we have dataframe:

ID     TIME                         Data1         Data2        Data3
........... Data700
1.    2013-01-01 00:00:00       34                53             66
............    55
2.    2013-01-01 00:00:01       333               4               5
............     50
3.    2013-01-01 00:00:02       and so on
4.    2013-01-01 00:00:03       and so on
5.    2013-01-01 03:00:45       44                33               4
.............     66
6.    2013-01-01 03:00:46       46                35               7
.............     6

Notice that between ID 4 and ID 5 there is a gap, that instrument was
turned off. It started automatically in 2013-01-01 03:00:45 and continues
till the next turn off.
What I need R to do, is to find these gaps, and insert missing time values
with empty Data lines to have no gaps in time and empty (or NA) values in
data place:


ID     TIME                         Data1         Data2        Data3
........... Data700
1.    2013-01-01 00:00:00       34                53             66
............    55
2.    2013-01-01 00:00:01       333               4               5
............     50
3.    2013-01-01 00:00:02       and so on
4.    2013-01-01 00:00:03       and so on
5.    2013-01-01
00:00:04
<- time with empty (or NA) data values inserted
6.    2013-01-01
00:00:05
<- time with empty (or NA) data values inserted
7.    2013-01-01
00:00:06
<- time with empty (or NA) data values inserted
................
and so on, until the time when instrument works again:
      2013-01-01 03:00:45       44                33               4
.............     66
      2013-01-01 03:00:46       46                35               7
.............     6



All your suggestions will be appreciated!


Simonas Kecorius
**

	[[alternative HTML version deleted]]

Achim Zeileis

2013-Jan-05 16:59 UTC

head link

[R] Need help with time series data

On Sat, 5 Jan 2013, Simonas Kecorius wrote:
> Dear R users,
>
> Could you share your knowledge on following problem:
>
> Suppose we have dataframe:
>
> ID     TIME                         Data1         Data2        Data3
> ........... Data700
> 1.    2013-01-01 00:00:00       34                53             66
> ............    55
> 2.    2013-01-01 00:00:01       333               4               5
> ............     50
> 3.    2013-01-01 00:00:02       and so on
> 4.    2013-01-01 00:00:03       and so on
> 5.    2013-01-01 03:00:45       44                33               4
> .............     66
> 6.    2013-01-01 03:00:46       46                35               7
> .............     6
>
> Notice that between ID 4 and ID 5 there is a gap, that instrument was
> turned off. It started automatically in 2013-01-01 03:00:45 and continues
> till the next turn off.
> What I need R to do, is to find these gaps, and insert missing time values
> with empty Data lines to have no gaps in time and empty (or NA) values in
> data place:
>
>
> ID     TIME                         Data1         Data2        Data3
> ........... Data700
> 1.    2013-01-01 00:00:00       34                53             66
> ............    55
> 2.    2013-01-01 00:00:01       333               4               5
> ............     50
> 3.    2013-01-01 00:00:02       and so on
> 4.    2013-01-01 00:00:03       and so on
> 5.    2013-01-01
> 00:00:04
> <- time with empty (or NA) data values inserted
> 6.    2013-01-01
> 00:00:05
> <- time with empty (or NA) data values inserted
> 7.    2013-01-01
> 00:00:06
> <- time with empty (or NA) data values inserted
> ................
> and so on, until the time when instrument works again:
>      2013-01-01 03:00:45       44                33               4
> .............     66
>      2013-01-01 03:00:46       46                35               7
> .............     6
>
You can use zoo time series with POSIXct time stamps (or chron or 
timeDate) and then extend to a regular grid. For example:

## regular time grid (by second)
t <- seq(as.POSIXct("2000-01-01 00:00"), by = "1 sec",
length = 5)

## zoo series with only part of the time stamps (3rd stamp missing)
z <- zoo(1:4, t[-3])

## extend to full time grid by merging with an empty zoo series
z2 <- merge(zoo( , t), z)

This yields:

2000-01-01 00:00:00 2000-01-01 00:00:01 2000-01-01 00:00:02
                   1                   2                  NA
2000-01-01 00:00:03 2000-01-01 00:00:04
                   3                   4

You can also use different strategies for filling these NAs.

See help("merge.zoo", package = "zoo") for another example
and the
vignettes in vignette(package = "zoo") for more details.
>
> All your suggestions will be appreciated!
>
>
> Simonas Kecorius
> **
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> 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.
>

arun

2013-Jan-05 17:12 UTC

head link

[R] Need help with time series data

HI,

You could try this:
Time1<-as.POSIXct("2013-01-01 00:00:00")
?tseq<-seq(Time1,length.out=50,by="secs")
?dat2<-data.frame(TIME=tseq,Data1=NA,Data2=NA,Data3=NA)
dat3<-read.table(text="
ID??? Date TIME??????????????????????? Data1??????? Data2??????? Data3
1??? 2013-01-01 00:00:00????? 34??????????????? 53??????????? 66
2??? 2013-01-01 00:00:01????? 333????????????? 4????????????? 5
3?? 2013-01-01 00:00:05????? 333????????????? 4????????????? 5
4??? 2013-01-01 00:00:20????? 34??????????????? 63??????????? 66
5??? 2013-01-01 00:00:25????? 433????????????? 5???????????? 8
6?? 2013-01-01 00:00:26????? 533????????????? 8????????????? 5
",sep="",stringsAsFactors=FALSE,header=TRUE)
?dat4<-data.frame(TIME=as.POSIXct(paste(dat3$Date,dat3$TIME)),dat3[,4:6])
?dat2[,-1][dat2[,1]%in%dat4[,1],]<-dat4[,-1]
?head(dat2)
?# ?????????????? TIME Data1 Data2 Data3
#1 2013-01-01 00:00:00??? 34??? 53??? 66
#2 2013-01-01 00:00:01?? 333???? 4???? 5
#3 2013-01-01 00:00:02??? NA??? NA??? NA
#4 2013-01-01 00:00:03??? NA??? NA??? NA
#5 2013-01-01 00:00:04??? NA??? NA??? NA
#6 2013-01-01 00:00:05?? 333???? 4???? 5

A.K.




----- Original Message -----
From: Simonas Kecorius <simolas2008 at gmail.com>
To: r-help at r-project.org
Cc: 
Sent: Saturday, January 5, 2013 8:54 AM
Subject: [R] Need help with time series data

Dear R users,

Could you share your knowledge on following problem:

Suppose we have dataframe:

ID? ?  TIME? ? ? ? ? ? ? ? ? ? ? ?  Data1? ? ? ?  Data2? ? ? ? Data3
........... Data700
1.? ? 2013-01-01 00:00:00? ? ?  34? ? ? ? ? ? ? ? 53? ? ? ? ? ?  66
............? ? 55
2.? ? 2013-01-01 00:00:01? ? ?  333? ? ? ? ? ? ?  4? ? ? ? ? ? ?  5
............? ?  50
3.? ? 2013-01-01 00:00:02? ? ?  and so on
4.? ? 2013-01-01 00:00:03? ? ?  and so on
5.? ? 2013-01-01 03:00:45? ? ?  44? ? ? ? ? ? ? ? 33? ? ? ? ? ? ?  4
.............? ?  66
6.? ? 2013-01-01 03:00:46? ? ?  46? ? ? ? ? ? ? ? 35? ? ? ? ? ? ?  7
.............? ?  6

Notice that between ID 4 and ID 5 there is a gap, that instrument was
turned off. It started automatically in 2013-01-01 03:00:45 and continues
till the next turn off.
What I need R to do, is to find these gaps, and insert missing time values
with empty Data lines to have no gaps in time and empty (or NA) values in
data place:


ID? ?  TIME? ? ? ? ? ? ? ? ? ? ? ?  Data1? ? ? ?  Data2? ? ? ? Data3
........... Data700
1.? ? 2013-01-01 00:00:00? ? ?  34? ? ? ? ? ? ? ? 53? ? ? ? ? ?  66
............? ? 55
2.? ? 2013-01-01 00:00:01? ? ?  333? ? ? ? ? ? ?  4? ? ? ? ? ? ?  5
............? ?  50
3.? ? 2013-01-01 00:00:02? ? ?  and so on
4.? ? 2013-01-01 00:00:03? ? ?  and so on
5.? ? 2013-01-01
00:00:04
<- time with empty (or NA) data values inserted
6.? ? 2013-01-01
00:00:05
<- time with empty (or NA) data values inserted
7.? ? 2013-01-01
00:00:06
<- time with empty (or NA) data values inserted
................
and so on, until the time when instrument works again:
? ? ? 2013-01-01 03:00:45? ? ?  44? ? ? ? ? ? ? ? 33? ? ? ? ? ? ?  4
.............? ?  66
? ? ? 2013-01-01 03:00:46? ? ?  46? ? ? ? ? ? ? ? 35? ? ? ? ? ? ?  7
.............? ?  6



All your suggestions will be appreciated!


Simonas Kecorius
**

??? [[alternative HTML version deleted]]

______________________________________________
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.

arun

2013-Jan-05 17:23 UTC

head link

[R] Need help with time series data

Hi,
Just to add:

As you have more columns of data, it would be better to do in this way:

?Time1<-as.POSIXct("2013-01-01 00:00:00")
?tseq<-seq(Time1,length.out=50,by="secs")
dat2<-data.frame(TIME=tseq,matrix(NA,nrow=50,ncol=3)) #change nrow and ncol
names(dat2)[-1]<-paste("Data",1:3,sep="")

dat3<-read.table(text="
ID??? Date TIME??????????????????????? Data1??????? Data2??????? Data3
1??? 2013-01-01 00:00:00????? 34??????????????? 53??????????? 66
2??? 2013-01-01 00:00:01????? 333????????????? 4????????????? 5
3?? 2013-01-01 00:00:05????? 333????????????? 4????????????? 5
4??? 2013-01-01 00:00:20????? 34??????????????? 63??????????? 66
5??? 2013-01-01 00:00:25????? 433????????????? 5???????????? 8
6?? 2013-01-01 00:00:26????? 533????????????? 8????????????? 5
",sep="",stringsAsFactors=FALSE,header=TRUE)
?dat4<-data.frame(TIME=as.POSIXct(paste(dat3$Date,dat3$TIME)),dat3[,4:6])
dat2[,-1][dat2[,1]%in%dat4[,1],]<-dat4[,-1]
?head(dat2)
#???????????????? TIME Data1 Data2 Data3
#1 2013-01-01 00:00:00??? 34??? 53??? 66
#2 2013-01-01 00:00:01?? 333???? 4???? 5
#3 2013-01-01 00:00:02??? NA??? NA??? NA
#4 2013-01-01 00:00:03??? NA??? NA??? NA
#5 2013-01-01 00:00:04??? NA??? NA??? NA
#6 2013-01-01 00:00:05?? 333???? 4???? 5

A.K.


----- Original Message -----
From: Simonas Kecorius <simolas2008 at gmail.com>
To: r-help at r-project.org
Cc: 
Sent: Saturday, January 5, 2013 8:54 AM
Subject: [R] Need help with time series data

Dear R users,

Could you share your knowledge on following problem:

Suppose we have dataframe:

ID? ?  TIME? ? ? ? ? ? ? ? ? ? ? ?  Data1? ? ? ?  Data2? ? ? ? Data3
........... Data700
1.? ? 2013-01-01 00:00:00? ? ?  34? ? ? ? ? ? ? ? 53? ? ? ? ? ?  66
............? ? 55
2.? ? 2013-01-01 00:00:01? ? ?  333? ? ? ? ? ? ?  4? ? ? ? ? ? ?  5
............? ?  50
3.? ? 2013-01-01 00:00:02? ? ?  and so on
4.? ? 2013-01-01 00:00:03? ? ?  and so on
5.? ? 2013-01-01 03:00:45? ? ?  44? ? ? ? ? ? ? ? 33? ? ? ? ? ? ?  4
.............? ?  66
6.? ? 2013-01-01 03:00:46? ? ?  46? ? ? ? ? ? ? ? 35? ? ? ? ? ? ?  7
.............? ?  6

Notice that between ID 4 and ID 5 there is a gap, that instrument was
turned off. It started automatically in 2013-01-01 03:00:45 and continues
till the next turn off.
What I need R to do, is to find these gaps, and insert missing time values
with empty Data lines to have no gaps in time and empty (or NA) values in
data place:


ID? ?  TIME? ? ? ? ? ? ? ? ? ? ? ?  Data1? ? ? ?  Data2? ? ? ? Data3
........... Data700
1.? ? 2013-01-01 00:00:00? ? ?  34? ? ? ? ? ? ? ? 53? ? ? ? ? ?  66
............? ? 55
2.? ? 2013-01-01 00:00:01? ? ?  333? ? ? ? ? ? ?  4? ? ? ? ? ? ?  5
............? ?  50
3.? ? 2013-01-01 00:00:02? ? ?  and so on
4.? ? 2013-01-01 00:00:03? ? ?  and so on
5.? ? 2013-01-01
00:00:04
<- time with empty (or NA) data values inserted
6.? ? 2013-01-01
00:00:05
<- time with empty (or NA) data values inserted
7.? ? 2013-01-01
00:00:06
<- time with empty (or NA) data values inserted
................
and so on, until the time when instrument works again:
? ? ? 2013-01-01 03:00:45? ? ?  44? ? ? ? ? ? ? ? 33? ? ? ? ? ? ?  4
.............? ?  66
? ? ? 2013-01-01 03:00:46? ? ?  46? ? ? ? ? ? ? ? 35? ? ? ? ? ? ?  7
.............? ?  6



All your suggestions will be appreciated!


Simonas Kecorius
**

??? [[alternative HTML version deleted]]

______________________________________________
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.

Maybe Matching Threads

Search for more possibly parallel threads

R help - Jan 2013 - Need help with time series data

[R] Need help with time series data

[R] Need help with time series data

[R] Need help with time series data

[R] Need help with time series data

Maybe Matching Threads