[R] time series problem: time points don't match

Gabor Grothendieck ggrothendieck at gmail.com
Fri Apr 2 01:08:33 CEST 2010


Perhaps something like this:

library(zoo)
library(chron)
# read in data

Lines1 <- "date            time            level           temp
2009/10/01 00:01:52.0      2.8797      18.401
2009/10/01 00:16:52.0      2.8769      18.382
2009/10/01 00:31:52.0      2.8708      18.309
2009/10/01 00:46:52.0      2.8728      18.285
2009/10/01 01:01:52.0      2.8716      18.245
2009/10/01 01:16:52.0      2.8710      18.190"

Lines2 <- "date            time            level          temp
2009/10/01 00:11:06.0      2.9507      18.673
2009/10/01 00:26:06.0      2.9473      18.630
2009/10/01 00:41:06.0      2.9470      18.593
2009/10/01 00:56:06.0      2.9471      18.562
2009/10/01 01:11:06.0      2.9451      18.518
2009/10/01 01:26:06.0      2.9471      18.480"

DF1 <- read.table(textConnection(Lines1), header = TRUE, as.is = TRUE)
DF2 <- read.table(textConnection(Lines2), header = TRUE, as.is = TRUE)

z1 <- zoo(DF1[3:4], chron(DF1[,1], DF1[,2], format=c("Y/M/D", "H:M:S")))
z2 <- zoo(DF2[3:4], chron(DF2[,1], DF2[,2], format=c("Y/M/D", "H:M:S")))

# process inputs z1 and z2
# aggregating into 15 minute intervals and merging

z1a <- aggregate(z1, trunc(time(z1), "00:15:00"), tail, n = 1)
z2a <- aggregate(z2, trunc(time(z2), "00:25:00"), tail, n = 1)

z <- merge(z1a, z2a)


On Thu, Apr 1, 2010 at 1:35 PM, Brad Patrick Schneid <bpschn01 at gmail.com> wrote:
>
> Hi,
> I have a time series problem that I would like some help with if you have
> the time.  I have many data from many sites that look like this:
>
> Site.1
> date            time            level           temp
> 2009/10/01 00:01:52.0      2.8797      18.401
> 2009/10/01 00:16:52.0      2.8769      18.382
> 2009/10/01 00:31:52.0      2.8708      18.309
> 2009/10/01 00:46:52.0      2.8728      18.285
> 2009/10/01 01:01:52.0      2.8716      18.245
> 2009/10/01 01:16:52.0      2.8710      18.190
>
> Site.2
> date            time            level          temp
> 2009/10/01 00:11:06.0      2.9507      18.673
> 2009/10/01 00:26:06.0      2.9473      18.630
> 2009/10/01 00:41:06.0      2.9470      18.593
> 2009/10/01 00:56:06.0      2.9471      18.562
> 2009/10/01 01:11:06.0      2.9451      18.518
> 2009/10/01 01:26:06.0      2.9471      18.480
>
> As you can see, the times do not match up.  What I would like to do is be
> able to merge these two data sets to the nearest time stamp by creating a
> new time between the two; something like this:
>
>
> date            new.time        level.1       temp.1    level.2         temp.2
> 2009/10/01 00:01:52.0      2.8797      18.401   NA             NA
> 2009/10/01 00:13:59.0      2.8769      18.382      2.9507      18.673
> 2009/10/01 00:28:59.0      2.8708      18.309      2.9473      18.630
> 2009/10/01 00:43:59.0      2.8728      18.285      2.9470      18.593
> 2009/10/01 00:59:59.0      2.8716      18.245     2.9471      18.562
> 2009/10/01 01:13:59.0      2.8710      18.190     2.9451      18.518
> 2009/10/01 01:26:06.0       NA              NA          2.9471      18.480
>
> Note that the sites may not match in the # of observations and a return of
> NA would be necessary, but a deletion of that time point all together for
> both sites would be preferred.
>
> A possibly easier alternative would be a way to assign generic times for
> each observation according to the time interval, so that the 1st observation
> for each day would have a time = 00:00:00 and each consecutive one would be
> 15 minutes later.
>
> Thanks for any suggestions.
>
> Brad
>
> --
> View this message in context: http://n4.nabble.com/time-series-problem-time-points-don-t-match-tp1748387p1748387.html
> Sent from the R help mailing list archive at Nabble.com.
>
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