[R] Irregular time series

Damon Wischik djw1005 at cam.ac.uk
Mon Jan 27 22:46:08 CET 2003

I have an irregular time series, stored as a data frame, in the form

    Time     Bytes
  57213.191  20
  57213.193  20
  57213.300  23
   ...       ...

How should I convert this into a regularly-spaced time series? 
I have in mind to divide time into equal-sized intervals, and sum the
number of Bytes in each interval. I tried this:
its.to.ts <- function(times,values,delta=1) {
  m <- min(times)
  M <- max(times)
  mm <- delta*floor(m/delta)
  MM <- delta*ceiling(M/delta)
  cuts <- seq(from=mm,to=MM,by=delta)
  nullvals <- rep(0,length(cuts)-1)
  nulltimes <- cuts[-1]-delta/2
  time.factor <- cut(c(times,nulltimes),cuts,labels=FALSE)
  dd <- aggregate(c(values,nullvals),by=list(time=time.factor),sum)

but it is very slow (for a data frame of 102,000 lines, converted into a 
time series of 130,000 points). Is there a better way?

Damon Wischik.

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