我想使用 decompose
、ets
或 STL
或任何函数分解每小时时间序列。这是示例代码及其输出:
require(xts)
require(forecast)
time_index1 <- seq(from = as.POSIXct("2012-05-15 07:00"),
to = as.POSIXct("2012-05-17 18:00"), by="hour")
head(time_index1 <- format(time_index1, format="%Y-%m-%d %H:%M:%S",
tz="UTC", usetz=TRUE)
# [1] "2012-05-15 05:00:00 UTC" "2012-05-15 06:00:00 UTC"
# [3] "2012-05-15 07:00:00 UTC" "2012-05-15 08:00:00 UTC"
# [5] "2012-05-15 09:00:00 UTC" "2012-05-15 10:00:00 UTC"
head(time_index <- as.POSIXct(time_index1))
# [1] "2012-05-15 05:00:00 CEST" "2012-05-15 06:00:00 CEST"
# [3] "2012-05-15 07:00:00 CEST" "2012-05-15 08:00:00 CEST"
# [5] "2012-05-15 09:00:00 CEST" "2012-05-15 10:00:00 CEST"
为什么time_index
的时区变回CEST?
set.seed(1)
value <- rnorm(n = length(time_index1))
eventdata1 <- xts(value, order.by = time_index)
tzone(eventdata1)
# [1] ""
head(index(eventdata1))
# [1] "2012-05-15 05:00:00 CEST" "2012-05-15 06:00:00 CEST"
# [3] "2012-05-15 07:00:00 CEST" "2012-05-15 08:00:00 CEST"
# [5] "2012-05-15 09:00:00 CEST" "2012-05-15 10:00:00 CEST"
ets(eventdata1)
# ETS(A,N,N)
#
# Call:
# ets(y = eventdata1)
#
# Smoothing parameters:
# alpha = 1e-04
#
# Initial states:
# l = 0.1077
#
# sigma: 0.8481
#
# AIC AICc BIC
# 229.8835 230.0940 234.0722
decompose(eventdata1)
# Error in decompose(eventdata1) :
# time series has no or less than 2 periods
stl(eventdata1)
# Error in stl(eventdata1) :
# series is not periodic or has less than two periods
当我调用tzone
或indexTZ
时,没有时区,但index
清楚地显示时间是用时区定义的。
另外,为什么只有 ets
有效?它可以用来分解时间序列吗?
最佳答案
Why does the timezone for
time_index
change back to CEST?
因为您在调用 as.POSIXct
时没有指定 tz=
。如果时区是通过 UTC 偏移量指定的(例如 -0800),它只会从字符串中获取时区。请参阅?strptime
。
R> head(time_index <- as.POSIXct(time_index1, "UTC"))
[1] "2012-05-15 12:00:00 UTC" "2012-05-15 13:00:00 UTC"
[3] "2012-05-15 14:00:00 UTC" "2012-05-15 15:00:00 UTC"
[5] "2012-05-15 16:00:00 UTC" "2012-05-15 17:00:00 UTC"
When I call
tzone
orindexTZ
there is no timezone but theindex
clearly show that the times are defined with a timezone.
所有 POSIXct 对象都有一个时区。时区 ""
只是意味着 R 无法确定特定时区,因此它使用操作系统指定的时区。请参阅?时区
。
只有 ets
函数可以工作,因为您的 xts 对象没有正确定义的 Frequency
属性。这是 xts 对象的一个已知限制,我计划在接下来的几个月内解决这些问题。您可以通过在调用 xts 构造函数后显式指定 Frequency
属性来解决当前问题。
R> set.seed(1)
R> value <- rnorm(n = length(time_index1))
R> eventdata1 <- xts(value, order.by = time_index)
R> attr(eventdata1, 'frequency') <- 24 # set frequency attribute
R> decompose(as.ts(eventdata1)) # decompose expects a 'ts' object
关于r - 分解xts每小时时间序列,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/31583944/