similar to: gaps in time series

I have time-series data from a pair of inexpensive self-logging 3-axis accelerometers (http://www.gcdataconcepts.com/xlr8r-1.html). Since I'm not sure of the vibration/shock spectrum I'm measuring, for my initial sensor characterization run the units were mounted together with the sample rate set to the maximum of 640 samples/sec. Unfortunately, at this sample rate there are significant

I have a time series with interval of 2.5 minutes, or 24 observations per hour. I am trying to find a 1 hr moving average, looking backward, so that moving average at n = mean(n-23 : n) The time series has about 1.5 million rows, with occasional gaps due to poor data quality. I only want to take a 1 hour moving average for those periods that are complete, i.e. have 24 observations in the

I like the fact that in subtracting two time series objects that there is some effort to align the series. So if I have a time series of that begins at 1 and one that begins at 2 a subtraction operation makes sure that the proper values are subtracted. But I am unclear as to the best way to build a time series with "holes". say that I have data for "day" 1,2,6,7 in one time

I have a time series of about 1500 measurements. There are sporadic data gaps. I would like to plot the time series with type "line". I only want a line to connect the periods with data; I don't want a line to connect the points across a data gap. Is there a function or recommended method to deal with this? For example there are 2000 days days 1:1000 each have one

Hi everybody, I have a small question about the function "na.locf" from the package "zoo". I saw in the help that this function is able to fill NA gaps with the last value before the NA gap (or with the next value). But it is possible to fill my NA gaps according to the last AND the next value at the same time? Actually, I want R to fill my gaps with the method of

Hi everybody, I'm a new R french user. Sorry if my english is not perfect. Hope you'll understand my problem ;) I have to work on temperature data (35000 lines in one file) containing some missing data (N/A). Sometimes I have only 2 or 3 N/A following each other, but I have also sometimes 100 or 200 N/A following each other. Here's an example of my data, when I have only small gaps

Hi, I have an intraday timeseries of financial data (see below) which has gaps due to market opening and closing hours. I am trying to plot it, but the time gap is always visible in the plot. I tried converting data to xts, zoo, timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo. The only way to make it work was with function 'chartSeries' in the quantmod package

I'm trying to plot some temporal data that have some gaps in them. You can see the plot here: http://www.tiikoni.com/tis/view/?id=da222e2. The problem is that during the time gaps in the TS the line plot is interpolated over the gap and I don't want it to. I've tried interleaving the gaps with an NA flag, but there are around 10000 data-points sorted from multiple files, that makes it

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

Hi everybody, I have a little problem about filling some gaps of NAs in my data. These gaps are between nearly constant data (temperature under snow). Here's a fake example to illustrate how it looks like approximately: DF <- data.frame(data=c(-0.51,-0.51,-0.48,-0.6,-0.54,-0.38,-0.6,-0.42,NA,NA,NA,NA,NA,NA,NA, -0.25,-0.41,-0.5,-0.5,-0.35,-0.7,-1,-0.87)) I would like to replace my NAs

Hi, I have a bunch of irregularly spaced xts time series (with a POSIX index), and I'm trying to write a function that fillls the missing days. Using a solution suggested by Gabor Grothendieck for zoo, I wrote the following: # FD: Fill missing days FD<-function(ser) {rng<-range(time(ser)) > temp<-merge(ser,xts(,seq(rng[1],rng[2],"day"))) >

Hello. I've got many (5-20k) files with time series in a text format like this: 1359635460 2.006747 1359635520 1.886745 1359635580 3.066988 1359635640 3.633578 1359635700 2.140082 1359635760 2.033564 1359635820 1.980123 1359635880 2.060131 1359635940 2.113416 1359636000 2.440172 First field is a unix timestamp, second is a float number. Its

The purpose of this email is to ask for pre-built procedures or techniques for smoothing and interpolating missing time series data. I've made some headway on my problem in my spare time. I started with an irregular time series with lots of missing data. It even had duplicated data. Thanks to zoo, I've cleaned that up -- now I have a regular time series with lots of NA's.

Hi I am a new R user and need some help converting a data frame object to time series. 1. My input is a CSV file, contents something like these: DATE ,STOCK ,RETURN-A ,RETURN-B, etc. 2009/02/02 ,A ,0.01 ,0.011 2009/01/30 ,A ,0.01 ,0.011 2009/01/29 ,A ,0.01 ,0.011 2009/01/28 ,A ,0.01 ,0.011 2009/02/02 ,B ,0.01 ,0.011 2009/01/30

Hi, I know this can be done in Stata (which is quite messy) but I wanted to know if it can be done in R. So lets say I have a merged data set (I used the merge function by date for the attached two files), where all the missing values are filled with NAs (which is what the all.x=TRUE does). Is there any way to replace those NAs with the value of the latest row that contains a value? For

Hi and thanks in advance, I am fairly new with R so I hope this problem isn't too amateur. I have a vector of count data which correspond to vectors of date (%m/%d/%Y) and time of day (%H:%M:%S). I am trying to compute various statistics (e.g. daily max) by lumping the data together by day. I have been able to utilize tapply() and group the counts together, but with the method I use I end

Hello, I'm trying to plot data that has gaps in the timeline because my data only has the business day in it. When I do a line plot I get the data and then a blank area where a line goes the tail of the last data point to the head of the next data point. Is there a way I can do a line plot where the gaps are not plotted? Thanks in advance, Brian > names(utildf) [1]

Hi, I have a time series ts.score that gets created based on a function. When I print the time series out it prints two rows, first the date then the value. 2011-06-14 -1.25947868 The function gets called multiple times in my script and I'm trying to append the time series to an object called ts.bind using the cbind function like so. The only problem I have is that the date is an index for

I have an irregular time series in a Zoo object, and I've been unable to find any way to do an FFT on it. More precisely, I'd like to do an NFFT (non-equispaced / non-uniform time FFT) on the data. The data is timestamped samples from a cheap self-logging accelerometer. The data is weakly regular, with the following characteristics: - short gaps every ~20ms - large gaps every ~200ms

Dear List, I am struggling with the trellis graphic. A similar problem was mentioned here: http://r.789695.n4.nabble.com/R-How-can-you-get-N-replicates-of-a-multi-screen-multivariate-time-series-plot-td811850.html I do have 2 time series data sets. The 2 time series differ in some orders of magnitude. I managed to plot them into 1 graph, but, since the data is that different, on of the data