I'm looking for an efficient way to identify spells/runs in a time series. In the image below, the first three columns is what I have, the fourth column, spell is what I'm trying to compute. I've tried using dplyr's lead and lag, but that gets too complicated. I've tried rle but got nowhere.

ReprEx
df <- structure(list(time = structure(c(1538876340, 1538876400,
1538876460,1538876520, 1538876580, 1538876640, 1538876700, 1538876760, 1526824800,
1526824860, 1526824920, 1526824980, 1526825040, 1526825100), class = c("POSIXct",
"POSIXt"), tzone = "UTC"), group = c("A", "A", "A", "A", "A", "A", "A", "A", "B",
"B", "B", "B", "B", "B"), is.5 = c(0, 1, 1, 0, 1, 0, 0, 1, 0, 0, 1, 1, 0, 1)),
class = c("tbl_df", "tbl", "data.frame"), row.names = c(NA, -14L))
I prefer a tidyverse solution.
Assumptions
Data is sorted by group and then by time
There are no gaps in time within each group
Thanks for the contributions. I've timed some of the proposed approaches on the full data (n=2,583,360)
rle approach by @markus took 0.53 secondscumsum approach by @M-M took 2.85 secondsrle and dense_rank by @tmfmnk took 0.89I ended up choosing (1) by @markus because it's fast and still somewhat intuitive (subjective). (2) by @M-M best satisfied my desire for a dplyr solution, though it is computationally inefficient.
One option using rle
library(dplyr)
df %>%
group_by(group) %>%
mutate(
spell = {
r <- rle(is.5)
r$values <- cumsum(r$values) * r$values
inverse.rle(r)
}
)
# A tibble: 14 x 4
# Groups: group [2]
# time group is.5 spell
# <dttm> <chr> <dbl> <dbl>
# 1 2018-10-07 01:39:00 A 0 0
# 2 2018-10-07 01:40:00 A 1 1
# 3 2018-10-07 01:41:00 A 1 1
# 4 2018-10-07 01:42:00 A 0 0
# 5 2018-10-07 01:43:00 A 1 2
# 6 2018-10-07 01:44:00 A 0 0
# 7 2018-10-07 01:45:00 A 0 0
# 8 2018-10-07 01:46:00 A 1 3
# 9 2018-05-20 14:00:00 B 0 0
#10 2018-05-20 14:01:00 B 0 0
#11 2018-05-20 14:02:00 B 1 1
#12 2018-05-20 14:03:00 B 1 1
#13 2018-05-20 14:04:00 B 0 0
#14 2018-05-20 14:05:00 B 1 2
You asked for a tidyverse solution but if speed is your concern, you might use data.table. The syntax is very similar
library(data.table)
setDT(df)[, spell := {
r <- rle(is.5)
r$values <- cumsum(r$values) * r$values
inverse.rle(r)
}, by = group][] # the [] at the end prints the data.table
explanation
When we call
r <- rle(df$is.5)
the result we get is
r
#Run Length Encoding
# lengths: int [1:10] 1 2 1 1 2 1 2 2 1 1
# values : num [1:10] 0 1 0 1 0 1 0 1 0 1
We need to replace values with the cumulative sum where values == 1 while values should remain zero otherwise.
We can achieve this when we multiple cumsum(r$values) with r$values; where the latter is a vector of 0s and 1s.
r$values <- cumsum(r$values) * r$values
r$values
# [1] 0 1 0 2 0 3 0 4 0 5
Finally we call inverse.rle to get back a vector of the same length as is.5.
inverse.rle(r)
# [1] 0 1 1 0 2 0 0 3 0 0 4 4 0 5
We do this for every group.
Here's a helper function that can return what you are after
spell_index <- function(time, flag) {
change <- time-lag(time)==1 & flag==1 & lag(flag)!=1
cumsum(change) * (flag==1)+0
}
And you can use it with your data like
library(dplyr)
df %>%
group_by(group) %>%
mutate(
spell = spell_index(time, is.5)
)
Basically the helper functions uses lag() to look for changes. We use cumsum() to increment the number of changes. Then we multiply by a boolean value so zero-out the values you want to be zeroed out.
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With