所以我有一个非常基本的问题。假设我们在时间序列对象中有一些日期间隙,我想用任意值填充这些间隙。例如,假设我们有:
i <- c(seq.Date(from = as.Date("2015-01-01", format = "%Y-%m-%d"), to = as.Date("2016-01-01", format = "%Y-%m-%d"), by = "month"),
seq.Date(from = as.Date("2017-01-01", format = "%Y-%m-%d"), to = as.Date("2018-01-01", format = "%Y-%m-%d"),by = "month"))
ts <- xts(rep(0,length(i)), order.by = i)
[,1]
2015-01-01 0
2015-02-01 0
2015-03-01 0
2015-04-01 0
2015-05-01 0
2015-06-01 0
2015-07-01 0
2015-08-01 0
2015-09-01 0
2015-10-01 0
2015-11-01 0
2015-12-01 0
2016-01-01 0
2017-01-01 0
2017-02-01 0
2017-03-01 0
2017-04-01 0
2017-05-01 0
2017-06-01 0
2017-07-01 0
2017-08-01 0
2017-09-01 0
2017-10-01 0
2017-11-01 0
2017-12-01 0
2018-01-01 0
我希望实现的是“填写”时间序列ts
两个任意日期之间的所有月份,即start.date
和end.date
与1
。有什么建议?
我的尝试:
if(index(ts)[1] > start.date){
len.aux <- length(seq(from = start.date, to = index(ts)[1] %m-% months(1), by = "month"))
ts <- c(xts(rep(1, len.aux), order.by = seq.Date(from = start.date, to = index(ts)[1] %m-% months(1), by = "month")), ts)
}
if(index(ts)[length(ts)] < end.date){
len.aux <- length(seq(from = index(ts)[length(ts)] %m+% months(1), to = end.date, by = "month"))
ts <- c(ts, xts(rep(1, len.aux), order.by = seq.Date(from = index(ts)[length(ts)] %m+% months(1), to = end.date, by = "month")))
}
然而,这只填补了系列“尾巴”的空白,并没有填补其间的空白。
谢谢您的帮助!
请注意,这只是我的问题的一个最小的工作示例
您可以使用tsibble
包:
library(tsibble)
i <- c(seq.Date(from = as.Date("2015-01-01", format = "%Y-%m-%d"), to = as.Date("2016-01-01", format = "%Y-%m-%d"), by = "month"),
seq.Date(from = as.Date("2017-01-01", format = "%Y-%m-%d"), to = as.Date("2018-01-01", format = "%Y-%m-%d"),by = "month"))
tsibble(datetime = yearmonth(i),
value = 0, index = datetime) %>%
fill_gaps(value = 1) %>%
View()
yearmonth
函数将确保索引是每月(每天是默认值)。函数fill_gaps
将包含缺少的月份,并将列value
中的缺失值设置为1
(默认为NA
)。