[R] Irregular Time Series: zoo & its: Pros & Cons

[Philippe Grosjean]

Hello David,

You may be interested also by the regul() function and similar fro the 
pastecs package: it is designed to solve the kind of problems you talk 
about. You should read the manual, which is included. However, this 
manual is in French.
Best,

Philippe

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David James wrote:
> Hello,
> 
> I'm working with irregular time series data.  What do you all think  
> about the strengths and weaknesses of the "zoo" and "its" packages?
> 
> I've installed and skimmed the documentation on both packages.  I was  
> hoping to get a little guidance from the user community before  
> proceeding further.
> 
> In case anyone is interested in my particular problem:  I'm looking  
> at some (surface) temperature data from NOAA:  http:// 
> cdo.ncdc.noaa.gov/ulcd/ULCD
> It is (irregular) time series format.  The NOAA data reports year,  
> month, date, hour, and minute.  I want to group the data into hourly  
> chunks.  However, sometimes there are multiple observation per hour  
> -- i.e an observation at 3:45 and 3:56.  Also, sometimes a particular  
> hour may be missing altogether.  I need to clean up the data so that  
> each hour has one and only one data point.
> 
> I'm relatively new to R, but I think I'm getting a hold on it pretty  
> well so far.  I used to do a lot with MATLAB, and there seem to be  
> many parallels between it and R.  I have background in public policy  
> and econometrics.
> 
> Thanks,
> David
> 
> On Aug 25, 2005, at 12:29 PM, Mathieu Drapeau wrote:
> 
> 
>>Hi,
>>I just installed ROracle and RDBI. The connection to the database  
>>seems
>>to work also. My problem is when I am selection rows that really exist
>>in the database, it is returning nothing. Where should I look to see
>>what could be my problem?
>>
>>Thank you very much,
>>Mathieu
>>
>>
>>
>>>drv <- dbDriver("Oracle")
>>>summary(drv, verbose=TRUE)
>>>
>>
>><OraDriver:(6721)>
>>  Driver name:  Oracle (ProC/C++)
>>  Max  connections: 10
>>  Conn. processed: 8
>>  Default records per fetch: 500
>>  Oracle R/S client version: 0.5-4
>>  RS-DBI version:  0.1-9
>>  Open connections: 2
>>    1  <OraConnection:(6721,0)>
>>    2  <OraConnection:(6721,7)>
>>
>>>conn <- dbConnect(drv, "mathieu/toto at MYDB")
>>>summary(conn, verbose=TRUE) <OraConnection:(6721,7)>
>>>
>>  User: mathieu
>>  Dbname: MYDB
>>  Oracle Server version:
>>
>>
>>>rs <- dbSendQuery(conn, statement = paste("select * from cat"))
>>>summary(rs, verbose=TRUE)
>>>
>>
>><OraResult:(6721,7,2)>
>>  Statement: select * from cat
>>  Has completed? no
>>  Affected rows: 0
>>  Rows fetched: -1
>>  Fields:
>>        name    Sclass     type len precision scale isVarLength nullOK
>>1 TABLE_NAME character VARCHAR2  30         0     0        TRUE  FALSE
>>2 TABLE_TYPE character VARCHAR2  11         0     0        TRUE   TRUE
>>
>>
>>>myContent <- fetch(rs, n = -1)
>>>myContent
>>>
>>
>>[1] TABLE_NAME TABLE_TYPE
>><0 rows> (or 0-length row.names)
>>
>>
>>>summary(myContent, verbose=TRUE)
>>>
>>
>>  TABLE_NAME         TABLE_TYPE
>> Length:0           Length:0
>> Class :character   Class :character
>> Mode  :character   Mode  :character
>>
>>
>>>summary(rs, verbose=TRUE)
>>>
>>
>><OraResult:(6721,7,2)>
>>  Statement: select * from cat
>>  Has completed? yes
>>  Affected rows: 0
>>  Rows fetched: -1
>>  Fields:
>>        name    Sclass     type len precision scale isVarLength nullOK
>>1 TABLE_NAME character VARCHAR2  30         0     0        TRUE  FALSE
>>2 TABLE_TYPE character VARCHAR2  11         0     0        TRUE   TRUE
>>
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>>PLEASE do read the posting guide! http://www.R-project.org/posting- 
>>guide.html
>>
> 
> 
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