我有兴趣计算时间序列数据集中特定时间段的平均值。
给定这样的时间序列：
dtm=as.POSIXct("2007-03-27 05:00", tz="GMT")+3600*(1:240)
Count<-c(1:240)
DF<-data.frame(dtm,Count)
在过去，我已经能够计算每日平均值
DF$Day<-cut(DF$dtm,breaks="day")
Day_Avg<-aggregate(DF$Count~Day,DF,mean)
但现在我正试图将一天分成特定的时间段，我不知道如何设置我的“休息时间”。
与从 0:00:24:00 开始的每日平均值相反，例如，我怎样才能获得中午到中午的平均值？
或者更奇特的是，我如何设置中午到中午的平均值，不包括晚上 7 点到早上 6 点的夜间时间（或者相反，只包括早上 6 点到晚上 7 点的白天时间）。
让我快速重复你的代码。
dtm <- as.POSIXct("2007-03-27 05:00", tz="GMT")+3600*(1:240)
Count <- c(1:240)
DF<-data.frame(dtm,Count)
DF$Day<-cut(DF$dtm,breaks="day")
Day_Avg<-aggregate(DF$Count~Day,DF,mean)
如果您在函数调用中每次偏移 12 小时，您仍然可以使用cutwith break on "day"。我会保存中午到中午开始的那一天，所以我会减去 12 小时。
# Get twelve hours in seconds
timeOffset <- 60*60*12
# Subtract the offset to get the start day of the noon to noon
DF$Noon_Start_Day <- cut((DF$dtm - timeOffset), breaks="day")
# Get the mean
NtN_Avg <- aggregate(DF$Count ~ Noon_Start_Day, DF, mean)
排除某些时间的一种方法是将日期转换为POSIXlt. 然后，您可以访问hour其他内容。
# Indicate which times are good (use whatever boolean test is needed here)
goodTimes <- !(as.POSIXlt(DF$dtm)$hour >= 19) & !(as.POSIXlt(DF$dtm)$hour <= 6)
new_NtN_Avg <- aggregate(Count ~ Noon_Start_Day, data=subset(DF, goodTimes), mean)
我在stackoverflow上的这个问题上找到了一些帮助：r-calculate-means-for-subset-of-a-group
xts是时间序列分析的完美软件包
library(xts)
originalTZ <- Sys.getenv("TZ")
Sys.setenv(TZ = "GMT")
data.xts <- as.xts(1:240, as.POSIXct("2007-03-27 05:00", tz = "GMT") + 3600 * (1:240))
head(data.xts)
## [,1]
## 2007-03-27 06:00:00 1
## 2007-03-27 07:00:00 2
## 2007-03-27 08:00:00 3
## 2007-03-27 09:00:00 4
## 2007-03-27 10:00:00 5
## 2007-03-27 11:00:00 6
# You can filter data using ISO-style subsetting
data.xts.filterd <- data.xts["T06:00/T19:00"]
# You can use builtin functions to apply any function FUN on daily data.
apply.daily(data.xts.filtered, mean)
## [,1]
## 2007-03-27 18:00:00 7.5
## 2007-03-28 18:00:00 31.5
## 2007-03-29 18:00:00 55.5
## 2007-03-30 18:00:00 79.5
## 2007-03-31 18:00:00 103.5
## 2007-04-01 18:00:00 127.5
## 2007-04-02 18:00:00 151.5
## 2007-04-03 18:00:00 175.5
## 2007-04-04 18:00:00 199.5
## 2007-04-05 18:00:00 223.5
# OR
# now let's say you want to find noon to noon average.
period.apply(data.xts, c(0, which(.indexhour(data.xts) == 11)), FUN = mean)
## [,1]
## 2007-03-27 11:00:00 3.5
## 2007-03-28 11:00:00 18.5
## 2007-03-29 11:00:00 42.5
## 2007-03-30 11:00:00 66.5
## 2007-03-31 11:00:00 90.5
## 2007-04-01 11:00:00 114.5
## 2007-04-02 11:00:00 138.5
## 2007-04-03 11:00:00 162.5
## 2007-04-04 11:00:00 186.5
## 2007-04-05 11:00:00 210.5
# now if you want to exclude time from 7 PM to 6 AM
data.xts.filtered <- data.xts[!data.xts %in% data.xts["T20:00/T05:00"]]
head(data.xts.filtered, 20)
## [,1]
## 2007-03-27 06:00:00 1
## 2007-03-27 07:00:00 2
## 2007-03-27 08:00:00 3
## 2007-03-27 09:00:00 4
## 2007-03-27 10:00:00 5
## 2007-03-27 11:00:00 6
## 2007-03-27 12:00:00 7
## 2007-03-27 13:00:00 8
## 2007-03-27 14:00:00 9
## 2007-03-27 15:00:00 10
## 2007-03-27 16:00:00 11
## 2007-03-27 17:00:00 12
## 2007-03-27 18:00:00 13
## 2007-03-27 19:00:00 14
## 2007-03-28 06:00:00 25
## 2007-03-28 07:00:00 26
## 2007-03-28 08:00:00 27
## 2007-03-28 09:00:00 28
## 2007-03-28 10:00:00 29
## 2007-03-28 11:00:00 30
period.apply(data.xts.filtered, c(0, which(.indexhour(data.xts.filtered) == 11)), FUN = mean)
## [,1]
## 2007-03-27 11:00:00 3.50000
## 2007-03-28 11:00:00 17.78571
## 2007-03-29 11:00:00 41.78571
## 2007-03-30 11:00:00 65.78571
## 2007-03-31 11:00:00 89.78571
## 2007-04-01 11:00:00 113.78571
## 2007-04-02 11:00:00 137.78571
## 2007-04-03 11:00:00 161.78571
## 2007-04-04 11:00:00 185.78571
## 2007-04-05 11:00:00 209.78571
Sys.setenv(TZ = originalTZ)
中午到中午的问题可以很容易地用数值解决。关键是（格林威治标准时间）一天的开始time_t值始终可以被 86400 整除。这是由 POSIX 指定的。例如，参见：http ://en.wikipedia.org/wiki/Unix_time
cuts <- unique(as.numeric(DF$dtm) %/% (86400/2)) * (86400/2) # half-days
cuts <- c(cuts, cuts[length(cuts)]+(86400/2)) # One more at the end
cuts <- as.POSIXct(cuts, tz="GMT", origin="1970-01-01") # Familiar format
DF$halfday <- cut(DF$dtm, cuts) # This is the cut you want.
Halfday_Avg <- aggregate(Count~halfday, data=DF, FUN=mean)
Halfday_Avg
## halfday Count
## 1 2007-03-27 00:00:00 3.5
## 2 2007-03-27 12:00:00 12.5
## 3 2007-03-28 00:00:00 24.5
## 4 2007-03-28 12:00:00 36.5
## 5 2007-03-29 00:00:00 48.5
## 6 2007-03-29 12:00:00 60.5
## 7 2007-03-30 00:00:00 72.5
## 8 2007-03-30 12:00:00 84.5
## 9 2007-03-31 00:00:00 96.5
## 10 2007-03-31 12:00:00 108.5
## 11 2007-04-01 00:00:00 120.5
## 12 2007-04-01 12:00:00 132.5
## 13 2007-04-02 00:00:00 144.5
## 14 2007-04-02 12:00:00 156.5
## 15 2007-04-03 00:00:00 168.5
## 16 2007-04-03 12:00:00 180.5
## 17 2007-04-04 00:00:00 192.5
## 18 2007-04-04 12:00:00 204.5
## 19 2007-04-05 00:00:00 216.5
## 20 2007-04-05 12:00:00 228.5
## 21 2007-04-06 00:00:00 237.5
现在扩展它来解决剩下的问题。这里给出的是早上 6 点到晚上 7 点的时间范围。
intraday <- as.numeric(DF$dtm) %% 86400
# Subset DF by the chosen range
New_Avg <- aggregate(Count~halfday, data=DF[intraday >= 6*3600 & intraday <= 19*3600,], FUN=mean)
New_Avg
## halfday Count
## 1 2007-03-27 00:00:00 3.5
## 2 2007-03-27 12:00:00 10.5
## 3 2007-03-28 00:00:00 27.5
## 4 2007-03-28 12:00:00 34.5
## 5 2007-03-29 00:00:00 51.5
## 6 2007-03-29 12:00:00 58.5
## 7 2007-03-30 00:00:00 75.5
## 8 2007-03-30 12:00:00 82.5
## 9 2007-03-31 00:00:00 99.5
## 10 2007-03-31 12:00:00 106.5
## 11 2007-04-01 00:00:00 123.5
## 12 2007-04-01 12:00:00 130.5
## 13 2007-04-02 00:00:00 147.5
## 14 2007-04-02 12:00:00 154.5
## 15 2007-04-03 00:00:00 171.5
## 16 2007-04-03 12:00:00 178.5
## 17 2007-04-04 00:00:00 195.5
## 18 2007-04-04 12:00:00 202.5
## 19 2007-04-05 00:00:00 219.5
## 20 2007-04-05 12:00:00 226.5