I am new to R but have turned to it to solve a problem with a large data set I am trying to process. Currently I have a 4 columns of data (Y values) set against minute-interval timestamps (month/day/year hour:min) (X values) as below:
timestamp tr tt sr st 1 9/1/01 0:00 1.018269e+02 -312.8622 -1959.393 4959.828 2 9/1/01 0:01 1.023567e+02 -313.0002 -1957.755 4958.935 3 9/1/01 0:02 1.018857e+02 -313.9406 -1956.799 4959.938 4 9/1/01 0:03 1.025463e+02 -310.9261 -1957.347 4961.095 5 9/1/01 0:04 1.010228e+02 -311.5469 -1957.786 4959.078
The problem I have is that some timestamp values are missing - e.g. there may be a gap between 9/1/01 0:13 and 9/1/01 0:27 and such gaps are irregular through the data set. I need to put several of these series into the same database and because the missing values are different for each series, the dates do not currently align on each row.
I would like to generate rows for these missing timestamps and fill the Y columns with blank values (no data, not zero), so that I have a continuous time series.
I'm honestly not quite sure where to start (not really used R before so learning as I go along!) but any help would be much appreciated. I have thus far installed chron and zoo, since it seems they might be useful.
Thanks!
This is an old question, but I just wanted to post a dplyr way of handling this, as I came across this post while searching for an answer to a similar problem. I find it more intuitive and easier on the eyes than the zoo approach.
library(dplyr) ts <- seq.POSIXt(as.POSIXct("2001-09-01 0:00",'%m/%d/%y %H:%M'), as.POSIXct("2001-09-01 0:07",'%m/%d/%y %H:%M'), by="min") ts <- seq.POSIXt(as.POSIXlt("2001-09-01 0:00"), as.POSIXlt("2001-09-01 0:07"), by="min") ts <- format.POSIXct(ts,'%m/%d/%y %H:%M') df <- data.frame(timestamp=ts) data_with_missing_times <- full_join(df,original_data) timestamp tr tt sr st 1 09/01/01 00:00 15 15 78 42 2 09/01/01 00:01 20 64 98 87 3 09/01/01 00:02 31 84 23 35 4 09/01/01 00:03 21 63 54 20 5 09/01/01 00:04 15 23 36 15 6 09/01/01 00:05 NA NA NA NA 7 09/01/01 00:06 NA NA NA NA 8 09/01/01 00:07 NA NA NA NA
Also using dplyr, this makes it easier to do something like change all those missing values to something else, which came in handy for me when plotting in ggplot.
data_with_missing_times %>% group_by(timestamp) %>% mutate_each(funs(ifelse(is.na(.),0,.))) timestamp tr tt sr st 1 09/01/01 00:00 15 15 78 42 2 09/01/01 00:01 20 64 98 87 3 09/01/01 00:02 31 84 23 35 4 09/01/01 00:03 21 63 54 20 5 09/01/01 00:04 15 23 36 15 6 09/01/01 00:05 0 0 0 0 7 09/01/01 00:06 0 0 0 0 8 09/01/01 00:07 0 0 0 0
I think the easiest thing ist to set Date first as already described, convert to zoo, and then just set a merge:
df$timestamp<-as.POSIXct(df$timestamp,format="%m/%d/%y %H:%M") df1.zoo<-zoo(df[,-1],df[,1]) #set date to Index df2 <- merge(df1.zoo,zoo(,seq(start(df1.zoo),end(df1.zoo),by="min")), all=TRUE)
Start and end are given from your df1 (original data) and you are setting by - e.g min - as you need for your example. all=TRUE sets all missing values at the missing dates to NAs.
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