Re: [R] Generation of missiing values in a time serie...

From: Alvaro Saurin <saurin_at_dcs.gla.ac.uk>
Date: Tue 13 Dec 2005 - 23:54:27 EST

Hi,

First, thank you. It 'almost' works: I can convert a matrix to a 'zoo' object, but it can not convert it to a 'ts'.

The sitruation is this: I load a set of samples with

 > 	h_types	<- list (0, 0, character(0), character(0), 0, 0, 0, 0, 0)
 > 	h_names	<- list ("time", "flow", "type", "dir", "seq", "ts", "x",  
"rtt", "size")
 >	pcks_file	<- pipe ("grep ' P '  server.dat"), "r")
 > 	pcks		<- scan (pcks_file, what = h_types, comment.char = '#',  
fill = TRUE)
Read 1429 records
 > 	mat				<- data.frame (pcks)
 >     colnames (mat)	<- h_names
 >	mat

            time flow type dir  seq         ts     x      rtt size
1      1.000893    0    P   +    0   1.000893  1472 0.000000 1472
2      1.514454    0    P   +    1   1.514454  2944 0.513142 1472
3      2.015093    0    P   +    2   2.015093  2944 0.513142 1472
4      2.515025    0    P   +    3   2.515025  4806 0.504488 1472
5      2.821976    0    P   +    4   2.821976  5730 0.496728 1472
6      3.078931    0    P   +    5   3.078931  5832 0.489744 1472
7      3.331897    0    P   +    6   3.331897  5832 0.489744 1472

[...]

1425 176.925504    0    P   + 1424 176.925504 12141 0.764699 1472
1426 177.039489    0    P   + 1425 177.039489 12141 0.764699 1472
1427 177.153469    0    P   + 1426 177.153469 12141 0.764699 1472
1428 177.267464    0    P   + 1427 177.267464 12141 0.764699 1472
1429 177.381434    0    P   + 1428 177.381434 12141 0.764699 1472

Then I convert it to a 'zoo', removing the 'time' column from the input

 > 	last_col		<- ncol (mat)
 > 	range_cols		<- 2:last_col
 > 	matrix_values	<- mat [,range_cols]
 > 	z <- zoo (matrix_values, mat $ time)

So far, everything is fine. But then I need to apply a function to samples taken every t seconds, ie, the mean every 10 seconds. And, AFAIK, rapply needs a constant 'width', something that can only be obtained with regular time series... But if I try to get a 'ts' object from my 'zoo' I get

 > as.ts (z)
Error in if (del == 0 && to == 0) return(to) :

        missing value where TRUE/FALSE needed

Ummm, do you know if there is any error in my 'zoo' object? Has it the right format? Or, could I avoid the conversion and use the 'rapply' function but on time intervals (instead of points intervals)?

Thank you very much.

Alvaro

On 12 Dec 2005, at 16:31, Gabor Grothendieck wrote:

> First we generate some sample data x and its times tt.
> Then using the zoo package we create an irregularly
> spaced time series. Now if you want a regularly spaced
> time series convert it to ts class. After loading zoo as
> shown below, the R command vignette("zoo") gives more info.

>

> x <- 1:4
> tt <- c(1, 3, 4, 6)
>

> library(zoo)
> x.zoo <- zoo(x, tt) # irregularly spaced time series
> x.ts <- as.ts(x.zoo) # regular time series with NAs
>
>

> On 12/12/05, Alvaro Saurin <saurin@dcs.gla.ac.uk> wrote:
>>
>> Hi,
>>
>> I am a R begginer and I have a small problem with time series. I was
>> wondering if someone could help me
>>
>> I am collecting data from packets going through a network, and using
>> R for obtaining some simple statistics of connections. However, my
>> data is not collected at a constant frequency, so I would like to
>> create a evenly spaced TS from my traces, using the minimum time
>> difference between two samples as the period for my new TS, and
>> filling  the gaps with NA (or 0s).
>>
>> I think ther must be some simple solution for this... Anyone could
>> help me?
>>
>> Thanks in advance.
>>
>> --
>> Alvaro Saurin <alvaro.saurin@gmail.com> <saurin@dcs.gla.ac.uk>
>>
>> ______________________________________________
>> R-help@stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide! http://www.R-project.org/posting- 
>> guide.html
>>

-- 
Alvaro Saurin <alvaro.saurin@gmail.com> <saurin@dcs.gla.ac.uk>

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Received on Wed Dec 14 00:48:18 2005

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