R函数来聚合数据

我有一个称为x的不规则时间序列：

structure(c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 22, 34, 56, 25, 78, 10, 0, 
54, 55, 55, 55, 0, 0, 0, 0, 67, 0, 78, 99, 10, 10), index = structure(c(1167814140, 
1167814740, 1167815340, 1167815940, 1167816540, 1167817140, 1167817740, 
1167818340, 1167818940, 1167819540, 1167820140, 1167820740, 1167821340, 
1167821940, 1167822540, 1167823140, 1167823740, 1167824340, 1167825000, 
1167825600, 1167826200, 1167826800, 1167827400, 1167828000, 1167828600, 
1167829200, 1167829800, 1167830400, 1167831000, 1167831600, 1167832200
), class = c("POSIXct", "POSIXt")), class = "zoo")

我想将x转换成一个常规的时间序列，每10、15、30、60分钟聚合一次值。新的时间序列应始终从0分钟开始（必要时添加NA）。 此外，聚合应能计算前一时期的累积值

我试过：

x10 <- to.minutes10(x)
x15 <- to.minutes15(x)
x30 <- to.minutes30(x)
x60 <- to.hourly(x)

但我期待着：

2007-01-03 09:00:00      3
2007-01-03 09:15:00      3
2007-01-03 09:30:00      9
2007-01-03 09:45:00      6
2007-01-03 10:00:00     15
2007-01-03 10:15:00      9
2007-01-03 10:30:00     32
...

---

有什么想法吗？

到。period

不执行聚合，它只是将时间序列转换为所需的频率。要进行聚合，请使用

zoo.aggregate

。在

xts

包中还有一个方便的函数

align.time

，用于处理

by

参数：

as.xts(aggregate(x, align.time(index(x), 15*60)))
                    [,1]
2007-01-03 09:00:00    3
2007-01-03 09:15:00    3
2007-01-03 09:30:00    9
2007-01-03 09:45:00    6
2007-01-03 10:00:00   15
2007-01-03 10:15:00    9
2007-01-03 10:30:00   32
2007-01-03 10:45:00   34
2007-01-03 11:00:00   81
2007-01-03 11:15:00   78
2007-01-03 11:30:00   10
2007-01-03 11:45:00   54
2007-01-03 12:00:00   55
2007-01-03 12:15:00  110
2007-01-03 12:30:00    0
2007-01-03 12:45:00    0
2007-01-03 13:00:00    0
2007-01-03 13:15:00   67
2007-01-03 13:30:00   78
2007-01-03 13:45:00  109
2007-01-03 14:00:00   10

---

我如何使您的解决方案适应使用“平均值”而不是“总和”进行聚合？请看

FUN

参数：

？聚合

。设置

FUN=mean

就足够了。

as.xts(aggregate(x, align.time(index(x), 15*60)))
                    [,1]
2007-01-03 09:00:00    3
2007-01-03 09:15:00    3
2007-01-03 09:30:00    9
2007-01-03 09:45:00    6
2007-01-03 10:00:00   15
2007-01-03 10:15:00    9
2007-01-03 10:30:00   32
2007-01-03 10:45:00   34
2007-01-03 11:00:00   81
2007-01-03 11:15:00   78
2007-01-03 11:30:00   10
2007-01-03 11:45:00   54
2007-01-03 12:00:00   55
2007-01-03 12:15:00  110
2007-01-03 12:30:00    0
2007-01-03 12:45:00    0
2007-01-03 13:00:00    0
2007-01-03 13:15:00   67
2007-01-03 13:30:00   78
2007-01-03 13:45:00  109
2007-01-03 14:00:00   10