R的10分钟移动平均线为1小时移动平均线

时间:2018-05-10 17:48:07

标签: r moving-average

我有一组10分钟移动平均线的天气数据,以1分钟的间隔显示。我想将其转换为平均1小时。

               Date   Direction   Speed
1  2017-07-06 00:01:00        93   7.3
2  2017-07-06 00:02:00        92   7.4
3  2017-07-06 00:03:00        92   7.3
4  2017-07-06 00:04:00        91   7.4
5  2017-07-06 00:05:00        91   7.3
6  2017-07-06 00:06:00        91   7.3
7  2017-07-06 00:07:00        91   7.2
8  2017-07-06 00:08:00        90   7.1
9  2017-07-06 00:09:00        90   6.9
10 2017-07-06 00:10:00        91   6.7
...
(thousands of row of data in 1 min-interval

*上面的方向和速度是10分钟移动平均值

对于普通移动平均值内置函数,它们会遇到每个邻域值,例如:

rollmean(timeLine$Speed, 60, fill=FALSE, align = "right")

将在遇到n,n-1,n-2,n-3,...,n-59的每个值上产生滚动均值。

然而,由于我的原始数据已经是10分钟的平均值,我只需要取值n,n-10,n-20,n-30,n-40,n-50,以便将其转换为一小时的意思。

例如,如果我想要2001-07-06 10:00:00的每小时数据,我只需要对以下内容采取平均值:

  • 2001-07-06 10:00:00
  • 2001-07-06 09:50:00
  • 2001-07-06 09:40:00
  • 2001-07-06 09:30:00
  • 2001-07-06 09:20:00
  • 2001-07-06 09:10:00

有什么方法可以让我在R上顺利计算出来吗?

提前感谢您的帮助!

更新1:这是dput(head(timeLine,10))

structure(
  list(
    Date = structure(c(1499270460, 1499270520, 1499270580, 1499270640, 1499270700, 1499270760, 1499270820, 1499270880, 1499270940, 1499271000),
    class = c("POSIXct", "POSIXt"), tzone = "Asia/Hong_Kong"), 
  Direction = c(93L, 92L, 92L, 91L, 91L, 91L, 91L, 90L, 90L, 91L),
  Speed = c(7.3, 7.4, 7.3, 7.4, 7.3, 7.3, 7.2, 7.1, 6.9, 6.7)),
  .Names = c("Date", "Direction", "Speed"),
  row.names = c(NA, 10L),
  class = "data.frame")

4 个答案:

答案 0 :(得分:0)

嗯,这几乎肯定是一种更优雅的方式,但我觉得这很有效。我使用lubridate包来轻松转换为日期时间格式:

library(tidyverse)
library(lubridate)

df = read.csv(text="
              Date,Time,Direction,Speed
              2001-07-04,09:01:00,310,4.0
              2001-07-04,09:02:00,310,3.9
              2001-07-04,09:03:00,310,3.9
              2001-07-04,09:04:00,310,3.9
              2001-07-04,09:05:00,300,3.9
              2001-07-04,09:06:00,300,4.0
              2001-07-04,09:07:00,300,3.9
              2001-07-04,09:08:00,300,4.0
              2001-07-04,09:09:00,300,4.0
              2001-07-04,09:10:00,300,4.0
              2001-07-04,09:11:00,290,4.0
              2001-07-04,09:12:00,290,4.0
              2001-07-04,09:13:00,290,4.0
              2001-07-04,09:14:00,290,4.0
              2001-07-04,09:15:00,290,4.0", sep=",", header = TRUE, row.names = NULL)

lagged_avg = function(col) {
  lag_positions = c(0,10,20,30,40,50)
  sum = 0
  for (n in lag_positions) {
    sum = sum + lag(col, n)
  }
  return(sum/6)
}

df = df %>%
  mutate(datetime = ymd_hms(paste0(Date," ",Time))) %>%
  mutate(lag = lagged_avg(Speed)) %>%
  select(-Date, -Time)

答案 1 :(得分:0)

我会查看tibbletime package - 具体来说,collapse_by()功能很有帮助。以下应该可以工作(使用更多数据更容易测试):

library(tidyverse)
library(lubridate)
library(tibbletime)

tbl_time(timeLine, index = Date) %>%
  filter(minute(Date) %in% seq(0, 50, 10)) %>%
  collapse_by("hour", clean = TRUE) %>%
  group_by(Date) %>%
  summarise_all(mean)

注意:根据您对小时数的看法,您可能希望将collapse_by行更改为collapse_by("hour", clean = TRUE, side = "start") - 默认情况下,它会使用side = "end"

答案 2 :(得分:0)

解决方案是首先过滤0, 10, 20, 30, 40, 50th分钟数据。可以将minute的日期/时间除以10,并检查remainder是否等于0,以过滤0, 10, 20, 30, 40, 50th分钟数据的数据。每6次观察应用zoo::rollmean。以这种方式,将使用第10,20,30,40,40和0分钟数据计算每小时的平均值。最后过滤minute == 0(一小时)。

library(zoo)
library(lubridate)
library(tidyverse)

timeLine_mod %>% filter(minute(Date) %% 10 == 0) %>%
mutate(meanSpeed = rollmean(Speed, 6, fill = FALSE, align = "right")) %>%
filter(minute(Date) == 0)

#                  Date Direction Speed meanSpeed
# 1 2017-07-06 01:00:00        91   6.7       6.7
# 2 2017-07-06 02:00:00        91   6.7       6.7
# 3 2017-07-06 03:00:00        91   6.7       6.7

数据:由于OP仅提供10分钟的数据,这不足以计算每小时平均值。因此,我已将数据扩展到3小时:

timeLine <- structure(list(Date = structure(c(1499270460, 1499270520, 1499270580, 
1499270640, 1499270700, 1499270760, 1499270820, 1499270880, 1499270940, 1499271000), 
class = c("POSIXct", "POSIXt"), tzone = "Asia/Hong_Kong"), 
Direction = c(93L, 92L, 92L, 91L, 91L, 91L, 91L, 90L, 90L, 91L), 
Speed = c(7.3, 7.4, 7.3, 7.4, 7.3, 7.3, 7.2, 7.1, 6.9, 6.7)), 
.Names = c("Date", "Direction", "Speed"), row.names = c(NA, 10L), 
class = "data.frame")

#Extend data to cover 3 hours as
timeLine_mod <- timeLine %>% complete(Date = seq(min(Date),
         min(Date)+60*60*3-60,by="1 min"))

#Repeat the value of Direction and Speed
timeLine_mod$Direction <- timeLine$Direction
timeLine_mod$Speed <- timeLine$Speed

答案 3 :(得分:0)

动物园中的

rollapplyr(最后r表示右对齐)允许使用width = list(offset_vector)来指定偏移:

transform(timeLine, avg = rollapplyr(Speed, list(seq(-50, 0, 10)), mean, fill = NA))