[R] Am I working with regularly spaced time series?

Weiwu Zhang zhangweiwu at realss.com
Mon Oct 21 17:40:00 CEST 2013


My data is sampled once per minute. There are invalid samples, leaving
a lot of holes in the samples, successful sample is around 80% of all
minutes in a day. and during the last 4 months sampling, one month's
data was stored on a harddisk that failed, leaving a month's gap in
between.

So am I working with regularly spaced time series or not? Should I
padd all missing data with NAs, and start with ts(), and followed by
forecast package (which seems to have all the functions I need in the
begining) or should I start with a library with irregular time series
in mind?

Also, ts() manual didn't say how to create time-series with one minute
as daltat. Its seems to assume time-series is about dates. So the data
I have with me, is it really time series at all?

Newbie question indeed. Thanks.



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