[R] Need help with time series data

[Achim Zeileis]

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
> **
>
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>
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