Creazione regolari di 15 minuti il ​​tempo-serie dal irregolari serie temporale

Question

Ho una serie temporali irregolari (con DateTime e RainfallValue) in un file CSV C:\SampleData.csv:

DateTime,RainInches 
1/6/2000 11:59,0 
1/6/2000 23:59,0.01 
1/7/2000 11:59,0 
1/13/2000 23:59,0 
1/14/2000 0:00,0 
1/14/2000 23:59,0 
4/14/2000 3:07,0.01 
4/14/2000 3:12,0.03 
4/14/2000 3:19,0.01 
12/31/2001 22:44,0 
12/31/2001 22:59,0.07 
12/31/2001 23:14,0 
12/31/2001 23:29,0 
12/31/2001 23:44,0.01 
12/31/2001 23:59,0.01 

Nota: Il tempo- irregolare i passaggi potrebbero essere 1 minuto, 15 minuti, 1 ora, ecc. Inoltre, potrebbero essere presenti più osservazioni nell'intervallo desiderato di 15 minuti.

Sto cercando di creare un normale 15 minuti di tempo-serie dal 2000-01-01 al 2001/12/31 che dovrebbe essere simile:

2000-01-01 00:15:00 0.00 
2000-01-01 00:30:00 0.00 
2000-01-01 00:45:00 0.00 
... 
2001-12-31 23:30:00 0.01 
2001-12-31 23:45:00 0.01 

Nota: La serie temporale è regolare con intervalli di 15 minuti, riempiendo i dati mancanti con 0. Se ci sono più di un punto dati in intervalli di 15 minuti, vengono sommati.

Ecco il mio codice:

library(zoo) 
library(xts) 

filename = "C:\\SampleData.csv" 
ReadData <- read.zoo(filename, format = "%m/%d/%Y %H:%M", sep=",", tz="UTC", header=TRUE) # read .csv as a ZOO object 
RawData <- aggregate(ReadData, index(ReadData), sum) # Merge duplicate time stamps and SUM the corresponding data (CAUTION) 
RawDataSeries <- as.xts(RawData,order.by =index(RawData)) #convert to an XTS object 

RegularTimes <- seq(as.POSIXct("2000-01-01 00:00:00", tz = "UTC"), as.POSIXct("2001-12-31 23:45:00", tz = "UTC"), by = 60*15) 
BlankTimeSeries <- xts((rep(0,length(RegularTimes))),order.by = RegularTimes) 

MergedTimeSeries <- merge(RawDataSeries,BlankTimeSeries) 
TS_sum15min <- period.apply(MergedTimeSeries,endpoints(MergedTimeSeries, "minutes", 15), sum, na.rm = TRUE) 

TS_align15min <- align.time(TS_sum15min [endpoints(TS_sum15min , "minutes", 15)], n=60*15) 

Problema: Il tempo di uscita serie TS_align15min: (a) ha ripetendo blocchi di timestamp (b) inizia (misteriosamente) dal 1999, come:

 
1999-12-31 19:15:00 0 
1999-12-31 19:30:00 0 
1999-12-31 19:45:00 0 
1999-12-31 20:00:00 0 
1999-12-31 20:15:00 0 
1999-12-31 20:30:00 0 

What am I doing wrong?

Thank you for any direction!

Answer 1

xts extends zoo, and zoo has extensive examples for this in its vignettes and documentation.
Here is a worked example. I think I have done that more elegantly in the past, but this is all I am coming up with now:

R> twohours <- ISOdatetime(2012,05,02,9,0,0) + seq(0:7)*15*60 
R> twohours 
[1] "2012-05-02 09:15:00 GMT" "2012-05-02 09:30:00 GMT" 
[3] "2012-05-02 09:45:00 GMT" "2012-05-02 10:00:00 GMT" 
[5] "2012-05-02 10:15:00 GMT" "2012-05-02 10:30:00 GMT" 
[7] "2012-05-02 10:45:00 GMT" "2012-05-02 11:00:00 GMT" 
R> set.seed(42) 
R> observation <- xts(1:10, order.by=twohours[1]+cumsum(runif(10)*60*10)) 
R> observation 
          [,1] 
2012-05-02 09:24:08.883625 1 
2012-05-02 09:33:31.128874 2 
2012-05-02 09:36:22.812594 3 
2012-05-02 09:44:41.081170 4 
2012-05-02 09:51:06.128481 5 
2012-05-02 09:56:17.586051 6 
2012-05-02 10:03:39.539040 7 
2012-05-02 10:05:00.338998 8 
2012-05-02 10:11:34.534372 9 
2012-05-02 10:18:37.573243 10 

A two hour time grid, and some random observations leaving some cells empty and some filled.

R> to.minutes15(observation)[,4] 
          observation.Close 
2012-05-02 09:24:08.883625     1 
2012-05-02 09:44:41.081170     4 
2012-05-02 09:56:17.586051     6 
2012-05-02 10:11:34.534372     9 
2012-05-02 10:18:37.573243    10 

That is a 15 minutes grid aggregation but not on our time grid.

R> twoh <- xts(rep(NA,8), order.by=twohours) 
R> twoh 
        [,1] 
2012-05-02 09:15:00 NA 
2012-05-02 09:30:00 NA 
2012-05-02 09:45:00 NA 
2012-05-02 10:00:00 NA 
2012-05-02 10:15:00 NA 
2012-05-02 10:30:00 NA 
2012-05-02 10:45:00 NA 
2012-05-02 11:00:00 NA 

R> merge(twoh, observation) 
          twoh observation 
2012-05-02 09:15:00.000000 NA   NA 
2012-05-02 09:24:08.883625 NA   1 
2012-05-02 09:30:00.000000 NA   NA 
2012-05-02 09:33:31.128874 NA   2 
2012-05-02 09:36:22.812594 NA   3 
2012-05-02 09:44:41.081170 NA   4 
2012-05-02 09:45:00.000000 NA   NA 
2012-05-02 09:51:06.128481 NA   5 
2012-05-02 09:56:17.586051 NA   6 
2012-05-02 10:00:00.000000 NA   NA 
2012-05-02 10:03:39.539040 NA   7 
2012-05-02 10:05:00.338998 NA   8 
2012-05-02 10:11:34.534372 NA   9 
2012-05-02 10:15:00.000000 NA   NA 
2012-05-02 10:18:37.573243 NA   10 
2012-05-02 10:30:00.000000 NA   NA 
2012-05-02 10:45:00.000000 NA   NA 
2012-05-02 11:00:00.000000 NA   NA 

New xts object, and merged object. Now use na.locf() per svolgere le osservazioni avanti:

R> na.locf(merge(twoh, observation)[,2]) 
          observation 
2012-05-02 09:15:00.000000   NA 
2012-05-02 09:24:08.883625   1 
2012-05-02 09:30:00.000000   1 
2012-05-02 09:33:31.128874   2 
2012-05-02 09:36:22.812594   3 
2012-05-02 09:44:41.081170   4 
2012-05-02 09:45:00.000000   4 
2012-05-02 09:51:06.128481   5 
2012-05-02 09:56:17.586051   6 
2012-05-02 10:00:00.000000   6 
2012-05-02 10:03:39.539040   7 
2012-05-02 10:05:00.338998   8 
2012-05-02 10:11:34.534372   9 
2012-05-02 10:15:00.000000   9 
2012-05-02 10:18:37.573243   10 
2012-05-02 10:30:00.000000   10 
2012-05-02 10:45:00.000000   10 
2012-05-02 11:00:00.000000   10 

e poi possiamo unire ancora una volta come un join interno sul tempo-grid XTS twoh:

R> merge(twoh, na.locf(merge(twoh, observation)[,2]), join="inner")[,2] 
        observation 
2012-05-02 09:15:00   NA 
2012-05-02 09:30:00   1 
2012-05-02 09:45:00   4 
2012-05-02 10:00:00   6 
2012-05-02 10:15:00   9 
2012-05-02 10:30:00   10 
2012-05-02 10:45:00   10 
2012-05-02 11:00:00   10 
R> 

Answer 2

Ecco una soluzione data.table, questo può essere fatto utilizzando un rotolamento ordinatamente join:

library(data.table) 
library(xts) 

lu <- data.table(index=as.POSIXct("2012-05-02") + (0:7)*15*60) 

observation <- xts(1:10, 
        order.by=lu[1,index +cumsum(runif(10)*60*10)]) 

observation.dt <- as.data.table(observation) 
observation.dt[lu,on="index",roll=T]