Question

我试图在R中使用timeSeries包来聚合timeSeries对象中的数据。我写了一些基本的示例代码供参考：

library(timeSeries)
library(timeDate)
BD <- as.timeDate(paste("2015-01-01", "00:00:00")) # Creates a timeDate.
ED <- as.timeDate(paste("2015-01-31", "23:59:00")) # Creates a timeDate.
DR <- seq(BD, ED, by = 60) # Creates a sequence by minutes in between the 2 dates.

data <- runif(length(DR), 0, 100) # Creating random sample data.

x <- timeSeries(data, DR) # Initializing a timeSeries object from data and DR.
colnames(x) <- "Data" # Renaming column.

by = timeSequence(BD, ED, by = "hour") # Setting the sequence to be aggregated on.
x.agg <- timeSeries::aggregate(x, by, sum) # Aggregating on that sequence.

运行代码后，我的头像这样：

> head(x.agg)
GMT
                          Data
2015-01-01 00:00:00   29.71688
2015-01-01 01:00:00 3129.84860
2015-01-01 02:00:00 2398.92438
2015-01-01 03:00:00 3134.78608
2015-01-01 04:00:00 2743.79543
2015-01-01 05:00:00 3159.38404

请注意第一个数据＆＃34; 2015-01-01 00：00：00＆＃34;显着小于其他每小时总和，实际上它与原始数据样本中的数据点完全相同：

> head(x)
GMT
                        Data
2015-01-01 00:00:00 29.71688
2015-01-01 00:01:00 38.73175
2015-01-01 00:02:00  1.01945
2015-01-01 00:03:00 89.64938
2015-01-01 00:04:00 34.23608
2015-01-01 00:05:00 90.48571

调查总和的来源，＆＃34; 2015-01-01 01：00：00＆＃34;小时是所有时间的总和（包括）＆＃34; 2015-01-01 00：01：00＆＃34;和＆＃34; 2015-01-01 01：00：00＆＃34;代码如下所示：

> sum(x[2:61,])
[1] 3129.849

> x.agg[2,]
GMT
                        Data
2015-01-01 01:00:00 3129.849

我需要的是聚合在＆＃34; 00：00：00＆＃34;中的所有数据点之间求和。小时，也就是说，＆＃34; 2015-01-01 00：00：00＆＃34;应该等同于：

> sum(x[1:60,])
[1] 3065.829

包括该小时的第一分钟，不下一个小时的第一分钟，就像聚合一样。似乎聚合函数正在考虑不成为那个小时的一小时的第一分钟，我觉得很奇怪。任何帮助将不胜感激。

Answer 1

似乎我找到了自己问题的答案，它涉及修改timeSeries::aggregate()函数的源代码。要在我上面的问题中实现我想要的，请转到timeSeries包的源代码，这可以通过在CRAN下载tar.gz文件来轻松找到：

https://cran.r-project.org/web/packages/timeSeries/index.html

提取文件并进入timeSeries文件夹内的R文件夹。找到“stats-aggregate.R”文件并在R中打开它。在其中，您将看到.aggregate.timeSeries函数。在该函数内部，需要更改以获得我想要的结果是需要从第80行和第81行中删除+1。在这样做之后，聚合函数将以我想要的方式聚合到。

这是修改后的文本功能（我也更改了名称）：

`modTSAgg <- 
 function(x, by, FUN, ...)
{
# A function implemented by Yohan Chalabi and Diethelm Wuertz

# Description:
#   Aggregates a 'timeSeries' object

# Details:
#   This function can be used to aggregate and coursen a
#   'timeSeries' object.

# Arguments:
#   x - a 'timeSeries' object to be aggregated
#   by - a calendarical block
#   FUN - function to be applied, by default 'colMeans'
#   ... - additional argument to be passed to the newly generated
#       'timeSeries' object

# Value:
#   Returns a S4 object of class 'timeSeries'.

# Examples:
# Quarterly Aggregation:
#   m = matrix(rep(1:12,2), ncol = 2)
#   ts = timeSeries(m, timeCalendar())
#   Y = getRmetricsOptions("currentYear"); Y
#   from = paste(Y, "04-01", sep = "-"); to = paste(Y+1, "01-01", sep = "-")
#   by = timeSequence(from, to, by = "quarter") - 24*3600; by
#   ts; aggregate(ts, by, sum)
# Weekly Aggregation:
#   dates = timeSequence(from = "2009-01-01", to = "2009-02-01", by = "day")
#   data = 10 * round(matrix(rnorm(2*length(dates)), ncol = 2), 1); data
#   ts = timeSeries(data = data, charvec = dates)
#   by = timeSequence(from = "2009-01-08",  to = "2009-02-01", by = "week")
#   by = by - 24*3600; aggregate(ts, by, sum)

# FUNCTION:

# Check Arguments:
if (!((inherits(by, "timeDate") && x@format != "counts") ||
      (is.numeric(by) && x@format == "counts")))
  stop("'by' should be of the same class as 'time(x)'", call.=FALSE)

# Extract Title and Documentation:
Title <- x@title
Documentation <- x@documentation

# Make sure that x is sorted:
if (is.unsorted(x))
  x <- sort(x)

# Sort and remove double entries in by:
by <- unique(sort(by))

INDEX <- findInterval(x@positions, as.numeric(by, "sec"))
INDEX <- INDEX
is.na(INDEX) <- !(INDEX <= length(by))

# YC : ncol important to avoid problems of dimension dropped by apply
data <- matrix(apply(getDataPart(x), 2, tapply, INDEX, FUN), ncol=ncol(x))
rownames(data) <- as.character(by[unique(na.omit(INDEX))])
colnames(data) <- colnames(x)
ans <- timeSeries(data, ...)

# Preserve Title and Documentation:
ans@title <- Title
ans@documentation <- Documentation

# Return Value:
ans

  }


setMethod("aggregate", "timeSeries", function(x, by, FUN, ...)
  modTSAgg(x, by, FUN, ...))


# until UseMethod dispatches S4 methods in 'base' functions
 aggregate.timeSeries <- function(x, ...) modTSAgg(x, ...)`

R timeSeries Aggregate（）函数不包括第一分钟小时

1 个答案: