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Fill gaps between dates in xts
Insert rows for missing dates/timesTime series (xts) strptime; ONLY month and dayFill in time series gaps with both LCOF and NOCB methods but acknowledge breaks in time seriesHow to use the dates and times functions for preparing a sequence of 4 times per day, so every 6 hoursCreating a time series in R with a row every 15 minutesHow should I deal with 'from' must be of length 1 error?Does R's Time-Series automatically generate missing data?R: Filling timeseries values but only within last 12 monthsGrouped gap filling in Postgresql / Timescaledbfill NA in timeseries from same date and time, different years rExtract day and month from date
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So I have a very basic question. Let's say we have a few date gaps in a time series object, and I want to fill those gaps with an arbitrary value. For example let's say we have:
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
What I wish to achieve is "fill" the time series ts for all months between two arbitrary dates i.e. start.date and end.date with a 1. Any suggestions?
My attempt:
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")))
However, this only fills the gaps for the "tails" of the series and doesn't fill gaps in between.
Thanks for the help!
Please note that this is only a minimal working example of my issue
r time-series xts
asked Mar 23 at 1:05
migueldvamigueldva
333
add a comment |
So I have a very basic question. Let's say we have a few date gaps in a time series object, and I want to fill those gaps with an arbitrary value. For example let's say we have:
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
What I wish to achieve is "fill" the time series ts for all months between two arbitrary dates i.e. start.date and end.date with a 1. Any suggestions?
My attempt:
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")))
However, this only fills the gaps for the "tails" of the series and doesn't fill gaps in between.
Thanks for the help!
Please note that this is only a minimal working example of my issue
r time-series xts
asked Mar 23 at 1:05
migueldvamigueldva
333
you mean it should fill all the dates from feb 2016 to dec 2016 and fill 1 as the value?
– noob
Mar 23 at 3:13
All the dates between an arbitrary start and end date which are not accounted for in the original series. So we could say from Jan 15 until October 18 (by month)
– migueldva
Mar 23 at 3:16
Possible duplicate of Insert rows for missing dates/times
– phiver
Mar 23 at 8:53
add a comment |
So I have a very basic question. Let's say we have a few date gaps in a time series object, and I want to fill those gaps with an arbitrary value. For example let's say we have:
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
What I wish to achieve is "fill" the time series ts for all months between two arbitrary dates i.e. start.date and end.date with a 1. Any suggestions?
My attempt:
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")))
However, this only fills the gaps for the "tails" of the series and doesn't fill gaps in between.
Thanks for the help!
Please note that this is only a minimal working example of my issue
r time-series xts
asked Mar 23 at 1:05
migueldvamigueldva
333
So I have a very basic question. Let's say we have a few date gaps in a time series object, and I want to fill those gaps with an arbitrary value. For example let's say we have:
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
What I wish to achieve is "fill" the time series ts for all months between two arbitrary dates i.e. start.date and end.date with a 1. Any suggestions?
My attempt:
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")))
However, this only fills the gaps for the "tails" of the series and doesn't fill gaps in between.
Thanks for the help!
Please note that this is only a minimal working example of my issue
r time-series xts
r time-series xts
asked Mar 23 at 1:05
migueldvamigueldva
333
asked Mar 23 at 1:05
migueldvamigueldva
333
asked Mar 23 at 1:05
migueldvamigueldva
333
asked Mar 23 at 1:05
migueldvamigueldva
333
asked Mar 23 at 1:05
migueldvamigueldva
333
333
you mean it should fill all the dates from feb 2016 to dec 2016 and fill 1 as the value?
– noob
Mar 23 at 3:13
All the dates between an arbitrary start and end date which are not accounted for in the original series. So we could say from Jan 15 until October 18 (by month)
– migueldva
Mar 23 at 3:16
Possible duplicate of Insert rows for missing dates/times
– phiver
Mar 23 at 8:53
add a comment |
you mean it should fill all the dates from feb 2016 to dec 2016 and fill 1 as the value?
– noob
Mar 23 at 3:13
All the dates between an arbitrary start and end date which are not accounted for in the original series. So we could say from Jan 15 until October 18 (by month)
– migueldva
Mar 23 at 3:16
Possible duplicate of Insert rows for missing dates/times
– phiver
Mar 23 at 8:53
you mean it should fill all the dates from feb 2016 to dec 2016 and fill 1 as the value?
– noob
Mar 23 at 3:13
you mean it should fill all the dates from feb 2016 to dec 2016 and fill 1 as the value?
– noob
Mar 23 at 3:13
All the dates between an arbitrary start and end date which are not accounted for in the original series. So we could say from Jan 15 until October 18 (by month)
– migueldva
Mar 23 at 3:16
All the dates between an arbitrary start and end date which are not accounted for in the original series. So we could say from Jan 15 until October 18 (by month)
– migueldva
Mar 23 at 3:16
Possible duplicate of Insert rows for missing dates/times
– phiver
Mar 23 at 8:53
Possible duplicate of Insert rows for missing dates/times
– phiver
Mar 23 at 8:53
add a comment |
1 Answer
1
active
oldest
votes
You may use the tsibble package:
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()
The yearmonth function will ensure that the index is monthly (daily is default). The function fill_gaps will then include missing months and will set missing values in column value to 1 (default is NA).
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
add a comment |
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1 Answer
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1 Answer
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You may use the tsibble package:
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()
The yearmonth function will ensure that the index is monthly (daily is default). The function fill_gaps will then include missing months and will set missing values in column value to 1 (default is NA).
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
add a comment |
You may use the tsibble package:
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()
The yearmonth function will ensure that the index is monthly (daily is default). The function fill_gaps will then include missing months and will set missing values in column value to 1 (default is NA).
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
add a comment |
You may use the tsibble package:
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()
The yearmonth function will ensure that the index is monthly (daily is default). The function fill_gaps will then include missing months and will set missing values in column value to 1 (default is NA).
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
You may use the tsibble package:
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()
The yearmonth function will ensure that the index is monthly (daily is default). The function fill_gaps will then include missing months and will set missing values in column value to 1 (default is NA).
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
answered Mar 26 at 9:14
Simon MüllerSimon Müller
31825
31825
add a comment |
add a comment |
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you mean it should fill all the dates from feb 2016 to dec 2016 and fill 1 as the value?
– noob
Mar 23 at 3:13
All the dates between an arbitrary start and end date which are not accounted for in the original series. So we could say from Jan 15 until October 18 (by month)
– migueldva
Mar 23 at 3:16
Possible duplicate of Insert rows for missing dates/times
– phiver
Mar 23 at 8:53