查找分段时间序列的锚点和斜率

时间:2016-01-30 18:38:11

标签: r segments anchorpoint

我有以下时间序列:

Lines <- "Hour,PF
0,14/01/2015 00:00,0.305
1,14/01/2015 01:00,0.306
2,14/01/2015 02:00,0.307
3,14/01/2015 03:00,0.3081
4,14/01/2015 04:00,0.3091
5,14/01/2015 05:00,0.3101
6,14/01/2015 06:00,0.3111
7,14/01/2015 07:00,0.3122
8,14/01/2015 08:00,0.455
9,14/01/2015 09:00,0.7103
10,14/01/2015 10:00,0.9656
11,14/01/2015 11:00,1
12,14/01/2015 12:00,0.9738
13,14/01/2015 13:00,0.9476
14,14/01/2015 14:00,0.9213
15,14/01/2015 15:00,0.8951
16,14/01/2015 16:00,0.8689
17,14/01/2015 17:00,0.8427
18,14/01/2015 18:00,0.6956
19,14/01/2015 19:00,0.6006
20,14/01/2015 20:00,0.5056
21,14/01/2015 21:00,0.4106
22,14/01/2015 22:00,0.3157
23,14/01/2015 23:00,0.3157"

library (zoo)
library (strucchange)

z <- read.zoo(text = Lines, tz = "", format = "%d/%m/%Y %H:%M", sep = ",")

bp <- breakpoints(z ~ 1, h = 2)

plot(z)
abline(v = time(z)[bp$breakpoints])
fit <- zoo(fitted(bp), time(z))
lines(fit, col = "blue", lty = 2, lwd = 2)
levs <- fit[bp$breakpoints + 0:1]
a<-diff(levs) / diff(as.numeric(time(levs)) / 3600)
DF <- fortify.zoo(a)

我得到以下DF:

> DF
                Index             a
1 2015-01-14 10:00:00  2.061000e-01
2 2015-01-14 17:00:00 -9.516197e-17
3 2015-01-14 21:00:00 -1.448854e-01

我尝试更改breakpoints中的公式以获得具有斜率和截距的线性模型:

bp <- breakpoints(z ~ Lines$PF, h = 2)

没有成功。 我希望得到的最终结果是段的开始和段的结束,现在的斜率(a)和段的截距,左点(锚点)和段的右点。 如下所示(仅与没有实数连接的示例):

> DF
    Start Segment       End Segment             Slope          Intercept   Anchor Beginning Anchor End
1 2015-01-14 10:00:00  2015-01-14 08:00:00     2.061000e-01    8.123            0.50        0.30
2 2015-01-14 08:00:00  2015-01-14 17:00:00    -9.516197e-17    9.456            0.70        0.40
3 2015-01-14 17:00:00  2015-01-14 23:00:00    -1.448854e-01    2.9009           0.60        0.90

1 个答案:

答案 0 :(得分:1)

好吧,你可以掌握断点,例如

struct Courses {
    char *courseName;
    int creditValue;
    Courses *next;
} Courses;

struct Student {
    char *studentName;
    int studentAge;
    Courses *coursesList;  //First course (node)
    Student *next; 
} Student;

struct School {
     char *schoolName;
     int schoolAge;
     Student *studentList;  //First student (node)
} School;

最后一步是将您需要的所有数据以您想要的格式合并在一起。