具有特定输出时间的时间序列数据的插值

时间:2012-12-17 18:02:26

标签: r zoo linear-interpolation

我有时间数据的数据库。我想将数据插入特定的时间步骤。

Id  Time                    humid   humtemp prtemp  press       t
1   2012-01-21 18:41:50     47.7    14.12   13.870  1005.70     -0.05277778
1   2012-01-21 18:46:43     44.5    15.37   15.100  1005.20     0.02861111
1   2012-01-21 18:51:35     43.2    15.88   15.576  1005.10     0.10972222
1   2012-01-21 18:56:28     42.5    16.17   15.833  1004.90     0.19111111
1   2012-01-21 19:01:21     42.2    16.31   15.986  1004.80     0.27250000
1   2012-01-21 19:06:14     41.8    16.47   16.118  1004.60     0.35388889
1   2012-01-21 19:11:07     41.6    16.51   16.177  1004.60     0.43527778

我想通过插入以下时间步获取数据。

    Id                 Time       humid    humtemp prtemp  press        t   
    1   2012-01-21 18:45:00 ....    ...     .....   ....        ....
    1   2012-01-21 18:50:00 ....    
    1   2012-01-21 18:55:00 ....    
    1   2012-01-21 19:00:00 ....    
    1   2012-01-21 19:05:00 ....    
    1   2012-01-21 19:10:00 ....    

我尝试了不同的方法,但我没有找到解决方案。例如,我创建了zoo对象。

   z <- zoo(MTS01m,order.by=MTS01m$Time)
   tstart2<-asP("2012-01-21 18:45:00")
   Ts<-1*60
   y <- merge(z, zoo(order.by=seq(tstart2, end(z), by=Ts)))
   xa <- na.approx(y)
   xs <- na.spline(y)

但发生错误:

   Errore in approx(x[!na], y[!na], xout, ...) : 
   need at least two non-NA values to interpolate
   Inoltre: Warning message:
   In xy.coords(x, y) : si è prodotto un NA per coercizione

我创建了一个从我想要数据开始的secundary索引t,但我不知道如何使用这个索引。

你有什么建议吗?

3 个答案:

答案 0 :(得分:3)

试试这个(假设你的时间索引是POSIXct):

library(zoo)
st <- as.POSIXct("2012-01-21 18:45")
g <- seq(st, end(z), by = "15 min") # grid
na.approx(z, xout = g)

有关详细信息,请参阅?na.approx.zoo

注意:由于问题没有以可重复的形式提供数据,我们在此处这样做:

Lines <- "Id date Time humid humtemp prtemp press t1
1   2012-01-21 18:41:50     47.7    14.12   13.870  1005.70     -0.05277778
1   2012-01-21 18:46:43     44.5    15.37   15.100  1005.20     0.02861111
1   2012-01-21 18:51:35     43.2    15.88   15.576  1005.10     0.10972222
1   2012-01-21 18:56:28     42.5    16.17   15.833  1004.90     0.19111111
1   2012-01-21 19:01:21     42.2    16.31   15.986  1004.80     0.27250000
1   2012-01-21 19:06:14     41.8    16.47   16.118  1004.60     0.35388889
1   2012-01-21 19:11:07     41.6    16.51   16.177  1004.60     0.43527778"

library(zoo)
z <- read.zoo(text = Lines, header = TRUE, index = 2:3, tz = "")
st <- as.POSIXct("2012-01-21 18:45")
g <- seq(st, end(z), by = "15 min") # grid
na.approx(z, xout = g)

,并提供:

                    Id    humid  humtemp   prtemp    press            t1
2012-01-21 18:45:00  1 45.62491 14.93058 14.66761 1005.376 -1.501706e-09
2012-01-21 19:00:00  1 42.28294 16.27130 15.94370 1004.828  2.500000e-01

答案 1 :(得分:2)

您可以看到以下流程:

  1. 根据数据范围构建序列
  2. 合并序列数据
  3. 插值:恒定或线性方法。
  4. 创建数据集:

    data1 <- read.table(text="1   2012-01-21 18:41:50     47.7    14.12   13.870  1005.70     -0.05277778
    1   2012-01-21 18:46:43     44.5    15.37   15.100  1005.20     0.02861111
    1   2012-01-21 18:51:35     43.2    15.88   15.576  1005.10     0.10972222
    1   2012-01-21 18:56:28     42.5    16.17   15.833  1004.90     0.19111111
    1   2012-01-21 19:01:21     42.2    16.31   15.986  1004.80     0.27250000
    1   2012-01-21 19:06:14     41.8    16.47   16.118  1004.60     0.35388889
    1   2012-01-21 19:11:07     41.6    16.51   16.177  1004.60     0.43527778",
     col.names=c("Id","date","Time","humid","humtemp","prtemp","press","t1"))
    data1$datetime <- strptime(as.character(paste(d$date,d$Time, sep=" ")),"%Y-%m-%d %H:%M:%S")
    

    图书馆动物园:

    library(zoo)
    

    第1步:

    # sequence interval 5 seconds
    seq1 <- zoo(order.by=(as.POSIXlt( seq(min(data1$datetime), max(data1$datetime), by=5) )))
    

    第2步:

    mer1 <- merge(zoo(x=data1[4:7],order.by=data1$datetime), seq1)
    

    第3步:

    #Constant interpolation
    dataC <- na.approx(mer1, method="constant")
    
    #Linear interpolation
    dataL <- na.approx(mer1)
    

    <强>可视化

    head(dataC)
                        humid humtemp prtemp  press
    2012-01-21 18:41:50  47.7   14.12  13.87 1005.7
    2012-01-21 18:41:55  47.7   14.12  13.87 1005.7
    2012-01-21 18:42:00  47.7   14.12  13.87 1005.7
    2012-01-21 18:42:05  47.7   14.12  13.87 1005.7
    2012-01-21 18:42:10  47.7   14.12  13.87 1005.7
    2012-01-21 18:42:15  47.7   14.12  13.87 1005.7
    
    head(dataL)
                           humid  humtemp   prtemp    press
    2012-01-21 18:41:50 47.70000 14.12000 13.87000 1005.700
    2012-01-21 18:41:55 47.64539 14.14133 13.89099 1005.691
    2012-01-21 18:42:00 47.59078 14.16266 13.91198 1005.683
    2012-01-21 18:42:05 47.53618 14.18399 13.93297 1005.674
    2012-01-21 18:42:10 47.48157 14.20532 13.95396 1005.666
    2012-01-21 18:42:15 47.42696 14.22666 13.97495 1005.657 
    

答案 2 :(得分:0)

我在xts包(或动物园)中找不到与给定日期近似的函数。

所以,我的想法是在给定日期的原始ts中插入NA。

 ids <- as.POSIXct( align.time(index(dat.xts),60*5))     # range dates 
 # I create an xts with NA
 y  <- xts(x=matrix(data=NA,nrow=dim(dat.xts)[1],
                            ncol=dim(dat.xts)[2]),
                            order.by=ids)
 rbind(y,dat.xts)

                     humid humtemp prtemp  press           t
2012-01-21 18:41:50  47.7   14.12 13.870 1005.7 -0.05277778
2012-01-21 18:45:00    NA      NA     NA     NA          NA
2012-01-21 18:46:43  44.5   15.37 15.100 1005.2  0.02861111
2012-01-21 18:50:00    NA      NA     NA     NA          NA
2012-01-21 18:51:35  43.2   15.88 15.576 1005.1  0.10972222
2012-01-21 18:55:00    NA      NA     NA     NA          NA

现在您可以像这样使用na.approx或na.spline

na.approx(rbind(y,dat.xts))[index(y)]
                    humid humtemp prtemp   press    t
2012-01-21 18:45:00 45.62   14.93  14.67 1005.38 0.00
2012-01-21 18:50:00 43.62   15.71  15.42 1005.13 0.08
2012-01-21 18:55:00 42.71   16.08  15.76 1004.96 0.17
2012-01-21 19:00:00 42.28   16.27  15.94 1004.83 0.25
2012-01-21 19:05:00 41.90   16.43  16.08 1004.65 0.33
2012-01-21 19:10:00 41.65   16.50  16.16 1004.60 0.42