根据R中缺失数据的时间序列计算周平均值

根据R中缺失数据的时间序列计算周平均值,r,dataframe,time-series,xts,missing-data,R,Dataframe,Time Series,Xts,Missing Data,我有一个时间序列对象,它的每日值始于19世纪,一直延续到20世纪。其中有许多缺少的值 我试图计算每周平均值,这里有一个最小的例子: library(zoo) library(xts) # Create time series that starts in 19th century T <- 100 # number of days myTS <- xts(rnorm(T), as.Date(1:T, origin="1899-11-05")) # Insert some miss

我有一个时间序列对象,它的每日值始于19世纪,一直延续到20世纪。其中有许多缺少的值

我试图计算每周平均值,这里有一个最小的例子:

library(zoo)
library(xts)

# Create time series that starts in 19th century
T <- 100 # number of days
myTS <- xts(rnorm(T), as.Date(1:T, origin="1899-11-05"))

# Insert some missing values
myTS[4:7] <- NA
myTS[33:34] <- NA
myTS[67:87] <- NA

# Try calculating weekly means
weekData <- apply.weekly(myTS, colMeans, na.rm = TRUE)
图书馆(动物园)
图书馆(xts)
#创建始于19世纪的时间序列

T根据您的评论更新使用周-年组合:

library(zoo)
library(xts)

# Create time series that starts in 19th century
T <- 100 # number of days
myTS  <- xts(rnorm(T), as.Date(1:T, origin="1899-11-05"))

# Insert some missing values
myTS[4:7] <- NA
myTS[33:34] <- NA
myTS[67:87] <- NA

# Let's use a flexible class
myTS <- data.frame(dates=index(myTS),v1=myTS[,1])

# Here's an easy way to transform dates to weeks
require(lubridate)
week_num <- week(myTS[,1])
year_num <- year(myTS[,1])
week_yr  <- paste(week_num, year_num)

# Weekly means
aggregate(myTS$v1,by=list(week_yr),mean,na.rm=T)

对不起,我想要的不是跨年1周、跨年2周等的平均值。但我想分别计算这几周的平均值。所以,1899年1月1日,1899年2月2日,…,1900年52月5日,1900年53月5日。太棒了,完成任务了!
   Group.1           x
1   1 1900  0.05405322
2   2 1900  0.31981319
3   3 1900         NaN
4   4 1900         NaN
5  45 1899  0.85081053
6  46 1899  0.34064255
7  47 1899  0.02880424
8  48 1899 -0.34408119
9  49 1899 -0.38089026
10  5 1900  0.62292188
11 50 1899 -0.59666955
12 51 1899  0.57756987
13 52 1899 -0.41325485
14 53 1899  0.88013634
15  6 1900  0.01514668
16  7 1900 -0.50863942