Hello Michael, Joshua,

Thanks alot for your replies, this really helps.
As to my main problem - I am tryin to identify a cyclic behavior in a
time-series using FFT, and I am struggiling with missing samples.
It is not trivial that linear interpolation is the answer (it probably is
not), but right now, I am toying with it.

Thanks again for the help,
Eran.

On Sat, Sep 17, 2011 at 10:14 PM, R. Michael Weylandt <
michael.weylandt@gmail.com> wrote:

> How are your time samples missing?
>
> If they are recorded as NA, the na.locf() function will fill them with the
> previous value (zero-order hold) and with the reversability arguments can
> give linear interpolation:
>
> library(xts)
> x = c(1:5,NA,6:10)
> x = xts(x,Sys.Date()+0:10)
>
> na.locf(x)
> (na.locf(x) + na.locf(x,fromLast=TRUE))/2
>
> If the row is "missing" and you really want to put in data, the following
> may work -- though most time series analysis techniques are usually able to
> deal with irregularly spaced data, at least in my work --
>
> library(xts)
> x = c(1:10)
> x = xts(x,c(Sys.Date() + 0:4,Sys.Date()+6:10))
>
> tx = seq.Date(from = first(time(x)), to = last(time(x)), by =
> min(diff(time(x))))
>
> xNew = xts(rep(NA,length(tx)), tx)
> xNew[time(x)] <- x
>
> then fill xNew as before.
>
> Hope this helps,
>
> Michael Weylandt
>
> On Mon, Sep 12, 2011 at 4:42 AM, Eran Eidinger <eran@taykey.com> wrote:
>
>> Hello,
>>
>> I have a time-series that has some missing samples.
>> I was thinking on completing them using either zero-order hold or linear
>> interpolation.
>> I am looking for an efiicient way (other than a loop...) of identifiying
>> the
>> missing time slots and filling them.
>>
>> Can you think of any methods that might help here? (obviously
>> which(diff(time)>min(diff(time))) will give the locations, but what
>> then....?)
>>
>> Thanks,
>> Eran.
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>


-- 
*
Eran Eidinger | Taykey Ltd | +972-54-5908077 | www.taykey.com


*

	[[alternative HTML version deleted]]

