CODEWITHSUNDEEP
rtime-series
carrotflowers
carrotflowers

Reputation: 81

How to create a time series of hourly data?

I have data in an hourly values.

SNo Date       Hour     X
1   2006-12-17 00:00:00 1.8824667
2   2006-12-17 01:00:00 3.3494000
3   2006-12-17 02:00:00 1.5872667
4   2006-12-17 03:00:00 1.6622000
5   2006-12-17 04:00:00 2.2157667
6   2006-12-17 05:00:00 1.9967333
7   2006-12-17 06:00:00 1.3033000
8   2006-12-17 07:00:00 1.6200333
9   2006-12-17 08:00:00 1.8905667
10  2006-12-17 09:00:00 2.5490667
11  2006-12-17 10:00:00 3.6289000

How would I create a time series out of this? What would be the frequency and start/end parameters?

The last date & time is

2010-11-26 21:00:00

Upvotes: 7

Views: 23883

Answers (7)

Eshan
Eshan

Reputation: 1

The most upvoted answer using ts() seems outdated. I would use xts or zoo to plot hourly data, the primary reason being lack of clarity around the argument 'start' in ts().

Here's the steps you should follow:

  1. Stop wasting time trying to plot it with ts()

  2. For xts/zoo, add a new variable called "datetime". Here's how you could do it:

     data$DateTime <- as.POSIXct(paste(data$Date,data$Time),format = "%Y-%m-%d %H:%M")

Here, data refers to your dataframe.

  1. Create an xts/zoo object:

    data_xts <- xts(data$X, order.by = data$DateTime)

  2. Plot the series

    plot(data_xts, xlab = "Time", ylab = "Traffic", main = "Hourly Traffic Time Series")

Upvotes: 0

user11538509
user11538509

Reputation:

Some of the answers do not consider leap years, including the most upvoted. See Rob Hyndman on how to define hourly time series in R (here and here):

firstHour <- 24*(as.Date("2006-12-17 00:00:00")-as.Date("2006-1-1 00:00:00")) # As suggested by Mark S
tt <- ts(dat$X,start=c(2006,firstHour),frequency=24*365.25)

So the frquency should be 365.25*24 not 365*24. This is true if we talk about yearly periods. We could also be talking about hourly time series within weeks which would change the frequency to 7*24. We can handle multiple seasonal periods with msts:

library(forecast)
msts(x, seasonal.periods= c(7*24, 365.25*24))

Upvotes: 0

Saurabh Jain
Saurabh Jain

Reputation: 1712

Step 1: You need to concatenate Date and Hour columns in POSIXct format:

df$Date <- as.POSIXct(paste(df$Date, df$Time))

Step 2: As this data is hourly time series, you should convert it in xts object as xts handles hourly data better than ts. order.by is the value of your column that has time observations.

df <- as.xts(df, order.by = df$Date)

Your hourly time series data df is now ready

Upvotes: 3

Mark S
Mark S

Reputation: 613

Here's how to use the ts() function in base R (assuming your data X are contained in the data frame dat). You'll need to specify the first year and hour for start (you don't need end), and frequency will be the number of hours in a year.

firstHour <- 24*(as.Date("2006-12-17 00:00:00")-as.Date("2006-1-1 00:00:00"))
tt <- ts(dat$X,start=c(2006,firstHour),frequency=24*365)

Upvotes: 4

David
David

Reputation: 10232

How about this:

df <- data.frame(Date = rep("2006-12-01", 10),
                 Time = paste0(1:10, ":00:00"),
                 x = rnorm(10))

library(zoo)
df$Date <- as.POSIXct(paste(df$Date, df$Time), "GMT")
as.zoo(df[, c("Date", "x")])

# Date                x         
# 1  2006-12-01 01:00:00 -0.1386150
# 2  2006-12-01 02:00:00  1.8828398
# 3  2006-12-01 03:00:00  0.8736687
# 4  2006-12-01 04:00:00 -0.9145971
# 5  2006-12-01 05:00:00 -1.2449176
# 6  2006-12-01 06:00:00 -0.3599822
# 7  2006-12-01 07:00:00  1.3287747
# 8  2006-12-01 08:00:00  0.2926791
# 9  2006-12-01 09:00:00 -0.7015052
# 10 2006-12-01 10:00:00  0.8822346

Upvotes: 0

Navin Manaswi
Navin Manaswi

Reputation: 992

library(lubridate)
NoOfHours <- as.numeric(ymd_hms("2010-11-26 21:00:00") - ymd_hms("2006-12-01 00:00:00"))*24 
ymd_hms("2006-12-01 00:00:00") + hours(0:NoOfHours)

Upvotes: 3

agstudy
agstudy

Reputation: 121618

I would use zoo package and specialy handy function read.zoo to create the time series.

library(zoo)
## if you have a file input replace text= by filename
x.zoo <- read.zoo(text="SNo Date   Hour     X 
1   2006-12-17 00:00:00 1.8824667
2   2006-12-17 01:00:00 3.3494000
3   2006-12-17 02:00:00 1.5872667
4   2006-12-17 03:00:00 1.6622000
5   2006-12-17 04:00:00 2.2157667
6   2006-12-17 05:00:00 1.9967333
7   2006-12-17 06:00:00 1.3033000
8   2006-12-17 07:00:00 1.6200333
9   2006-12-17 08:00:00 1.8905667
10  2006-12-17 09:00:00 2.5490667
11  2006-12-17 10:00:00 3.6289000",index=c(2,3),tz="",
header=TRUE)

Then it is easy to coerce it a ts object:

as.ts(x.zoo)
Time Series:
Start = 1166310000 
End = 1166346000 
Frequency = 0.000277777777777778

Upvotes: 1

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