Dear Friends,
I am trying to program a forecasting method in R. The predictors are weather variables in addition to lag measured Power values. The accuracy of data is one minute and their corresponding time and date are available. To add lag values of power to the predictors list, I am aiming to consider last ten minutes values. If I was sure that the database is perfect and the values for all minutes throughout the year are available I could simply shift the Power columns but as it may not be always the case, I have used the following codes for each time t to check if all its corresponding ten minutes lag values are available and extract them and store in a matrix. The problem is that, the process is highly time consuming and it takes a long time to be simulated. Here I ve given reproducible example. I was wondering any of you can suggest a better approach. Thank you. rm(list = ls()) cat("\014") st="2012/01/01" et="2012/02/27" st <- as.POSIXlt(as.Date(st)) et <- as.POSIXlt(as.Date(et)) time= seq(from=st, to=et,by=60) time<as.POSIXlt(time) #Window is the number of lag values #leadTime is look-ahead time (forecast horizon) leadTime=10; Window=15; zzzz=time[1:8000] Total_Zone1=abind(matrix(rnorm(4000*2),4000*2,1), matrix(rnorm(4000*2),4000*2,1), matrix(rnorm(4000*2),4000*2,1),time[1:8000]) N_Train=nrow(Total_Zone1); lag_Power=matrix(0,N_Train,Window) colnames(Total_Zone1) <- c( "airtemp","humidity", "Power", "time") Total_Zone1<- as.data.frame(Total_Zone1) for (tt in 4000:N_Train){ Statlag=Total_Zone1$time[tt]-(leadTime+Window)*60 EndLag=Total_Zone1$time[tt]-(leadTime)*60 Index_lags=which((Total_Zone1$time>Statlag)&(Total_Zone1$time<=EndLag)) if (size(Index_lags)[2]<Window) { Statlag2=Total_Zone1$time[tt]-24*60*60 Index_lags2=which(Total_Zone1$time==Statlag2) tem1=rep(Total_Zone1[Index_lags2,c("Power")],Window-size(Index_lags)[2]) lag_Power[tt,]=t(c(Total_Zone1[Index_lags,c("Power")],tem1)) }else{ lag_Power[tt,]=t(Total_Zone1[Index_lags,c("Power")]) } } [[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.