处理R中每秒的时间序列数据
我的数据如下所示:处理R中每秒的时间序列数据,r,timestamp,volume,R,Timestamp,Volume,我的数据如下所示: # Data Sample Time Price V1 Time2 V2 2016-06-20 05:09:44 2086.50 1 05:09:44.284670 -1 2016-06-20 05:09:45 2086.75 5 05:09:45.212413 1 2016-06-20 05:09:45 2086.75 10 05:09:45.212413 1 2016-06-20 05:09:45 20
# Data Sample
Time Price V1 Time2 V2
2016-06-20 05:09:44 2086.50 1 05:09:44.284670 -1
2016-06-20 05:09:45 2086.75 5 05:09:45.212413 1
2016-06-20 05:09:45 2086.75 10 05:09:45.212413 1
2016-06-20 05:09:45 2086.75 1 05:09:45.212413 1
2016-06-20 05:09:46 2086.75 1 05:09:46.745124 1
2016-06-20 05:09:46 2086.75 1 05:09:46.745124 1
2016-06-20 05:09:46 2086.75 1 05:09:46.819954 1
2016-06-20 05:09:49 2086.75 1 05:09:49.279392 1
2016-06-20 05:09:49 2086.75 1 05:09:49.279392 1
2016-06-20 05:09:49 2086.75 1 05:09:49.352346 1
2016-06-20 05:09:49 2086.50 2 05:09:49.964023 -1
2016-06-20 05:09:49 2086.50 1 05:09:49.964023 -1
2016-06-20 05:09:55 2086.50 1 05:09:55.343324 -1
2016-06-20 05:09:57 2086.75 1 05:09:57.551886 1
2016-06-20 05:09:57 2086.75 1 05:09:57.650549 1
2016-06-20 05:09:57 2086.75 1 05:09:57.654352 1
2016-06-20 05:09:57 2086.75 1 05:09:57.654352 1
2016-06-20 05:09:57 2086.75 1 05:09:57.726578 1
我想清理数据,以便在每秒钟内对所有V1求和。
因此,我期望的输出如下所示:
# Desired Example
Time V1
2016-06-20 05:09:44 1
2016-06-20 05:09:45 16
2016-06-20 05:09:46 3
2016-06-20 05:09:47 0
2016-06-20 05:09:48 0
2016-06-20 05:09:49 6
2016-06-20 05:09:50 0
2016-06-20 05:09:51 0
2016-06-20 05:09:52 0
2016-06-20 05:09:53 0
2016-06-20 05:09:54 0
2016-06-20 05:09:55 1
2016-06-20 05:09:56 0
2016-06-20 05:09:57 5
我将“时间”列转换为字符,将它们拆分并在列表中处理。然而,数据非常大,计算时间太长。有没有办法通过动物园里的一些活动来做到这一点
以下是使用dput的类似数据集:
结构(列表V3=c(2086.5、2086.75、2086.75、2086.75、2086.75、,
2086.75, 2086.75, 2086.75, 2086.75, 2086.75, 2086.75, 2086.75,
2086.75, 2086.75, 2086.75, 2086.75, 2086.75, 2086.75, 2086.75,
2086.5, 2086.5, 2086.5, 2086.5, 2086.5, 2086.75, 2086.75, 2086.75,
2086.75, 2086.75, 2086.75, 2086.75, 2086.5, 2086.5, 2086.5, 2086.5,
2086.5, 2086.5, 2086.5, 2086.5, 2086.5, 2086.5, 2086.5, 2086.5,
2086.5, 2086.75, 2086.75, 2086.75, 2086.75, 2086.75, 2086.75),
V4=c(1L、5L、10L、1L、6L、8L、1L、4L、6L、2L、8L、2L、2L、,
1L,1L,1L,1L,1L,1L,2L,1L,2L,1L,1L,1L,1L,1L,1L,1L,1L,
1L,1L,1L,1L,1L,1L,1L,2L,1L,8L,1L,1L,1L,1L,1L,4L,
2L,1L,1L,1L,1L,1L,1L),V6=c(“05:09:44.284670”,“05:09:45.212413”,
"05:09:45.212413", "05:09:45.212413", "05:09:45.212413",
"05:09:45.299104", "05:09:45.299104", "05:09:45.301513",
"05:09:45.301513", "05:09:45.389110", "05:09:45.392840",
"05:09:45.475688", "05:09:45.543980", "05:09:46.745124",
"05:09:46.745124", "05:09:46.819954", "05:09:49.279392",
"05:09:49.279392", "05:09:49.352346", "05:09:49.964023",
"05:09:49.964023", "05:09:49.964023", "05:09:49.964023",
"05:09:55.343324", "05:09:57.551886", "05:09:57.650549",
"05:09:57.654352", "05:09:57.654352", "05:09:57.726578",
"05:09:57.728848", "05:09:58.286788", "05:10:00.390708",
"05:10:00.473617", "05:10:00.494903", "05:10:00.564042",
"05:10:08.24907", "05:10:09.633247", "05:10:09.633247", "05:10:09.633247",
"05:10:09.633247", "05:10:09.633247", "05:10:09.633247",
"05:10:09.633247", "05:10:09.633247", "05:10:09.830544",
"05:10:09.924001", "05:10:09.924001", "05:10:09.924001",
“05:10:09.924001”,“05:10:09.924001”),V7=c(-1L,1L,1L,
1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,
1L,-1L,-1L,-1L,-1L,1L,1L,1L,1L,1L,1L,1L,1L,1L,
-1L,-1L,-1L,-1L,-1L,-1L,-1L,-1L,-1L,-1L,-1L,-1L,-1L,
-1L,1L,1L,1L,1L,1L,1L),名称=c(“V3”,“V4”,“V6”,
“V7”),row.names=c(NA,50L),class=“data.frame”)
数据。表格的速度非常快。尝试:
library(data.table)
library(lubridate)
mydata<-data.table(mydata)
mydata$Time<-ymd_hms(mydata$Time)
setkey(mydata, Time)
mydata.summed<-mydata[, .(V1 = sum(V1)), by = Time] # sums by each second
mydata2<-data.table(Time = seq(min(mydata$Time), max(mydata$Time), by = 1))
#create a new data.table to fill in the seconds you do not have values for
mydata<-mydata.summed[mydata2]
#merge them. see ?data.table for more information here
mydata[is.na(mydata)]<-0
#change the NAs that were created by the merge to 0
head(mydata, 10)
Time V1
1: 2016-06-20 05:09:44 1
2: 2016-06-20 05:09:45 16
3: 2016-06-20 05:09:46 3
4: 2016-06-20 05:09:47 0
5: 2016-06-20 05:09:48 0
6: 2016-06-20 05:09:49 6
7: 2016-06-20 05:09:50 0
8: 2016-06-20 05:09:51 0
9: 2016-06-20 05:09:52 0
10: 2016-06-20 05:09:53 0
库(data.table)
图书馆(lubridate)
我的数据是不是df%>%group\u by(Time)%>%summary(V1\u new=sum(V1))
不够快?我用R来实现这一点。这是R吗?是的,我应该提到。使用dplyr
软件包。如果使用dput
表示数据,您会得到更好的答案。您所需的输出添加了以前没有的元素,例如,2016-06-20 05:09:47
。是否要求增加这些时间?