On Wed, Feb 1, 2017 at 10:41 AM, Mary Ann Middleton <mab...@sfu.ca> wrote: > Hello, > > Apologies if this is a duplicate. I think I sent it to the wrong list > yesterday. > > I would appreciate some direction/suggestions with a problem with a time > series. > > I have a regular time series dataframe with hourly data. I need to create a > time series with a 10 minute interval for $Level_m to compare to another time > series. > > I would like to apply an approximation and create a time series with 10 > minute intervals from the data series I have. I do not want to smooth the > data and so I think a linear approximation would suffice. > > I have also searched xts for possible solutions but haven't had luck. Any > input is greatly appreciated. > Here's an xts solution:
# Create xts object from data.frame x <- xts(Data[,c("ms", "LEVEL", "TEMPERATURE", "Level_m")], Data$date.time) # Create regular, 10-minute, "zero-width" (i.e. no columns) xts object # that spans all the times in 'x' x10min <- xts(, order.by = seq(start(x), end(x), by = "10 min")) # Merge regular xts object with original data, filling via zoo::na.approx y <- merge(x, x10min, fill = na.approx) > ~Mary Ann Middleton, PhD > > > > > Here is a sample of the data I have: > > Date Time date.time ms LEVEL TEMPERATURE Level_m > 1 2016-05-31 15:25:00 2016-05-31 15:25:00 0 92.1767 25.171 9.401814 > 2 2016-05-31 16:25:00 2016-05-31 16:25:00 0 92.1498 18.023 9.399071 > 3 2016-05-31 17:25:00 2016-05-31 17:25:00 0 92.0781 17.951 9.391757 > 4 2016-05-31 18:25:00 2016-05-31 18:25:00 0 92.0664 16.312 9.390564 > 5 2016-05-31 19:25:00 2016-05-31 19:25:00 0 92.0250 15.043 9.386341 > 6 2016-05-31 20:25:00 2016-05-31 20:25:00 0 91.9732 14.015 9.381058 > > Here is the str() > > 'data.frame': 164 obs. of 7 variables: > $ Date : chr " 2016-05-31 " " 2016-05-31 " " 2016-05-31 " " 2016-05-31 " ... > $ Time : chr "15:25:00" "16:25:00" "17:25:00" "18:25:00" ... > $ date.time : POSIXct, format: " 2016-05-31 15:25:00" " 2016-05-31 16:25:00" > ... > $ ms : int 0 0 0 0 0 0 0 0 0 0 ... > $ LEVEL : num 92.2 92.1 92.1 92.1 92 ... > $ TEMPERATURE: num 25.2 18 18 16.3 15 ... > $ Level_m : num 9.4 9.4 9.39 9.39 9.39 ... > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.