CODEWITHSUNDEEP
rtime-series
NiPapen
NiPapen

Reputation: 95

Merge two time series

I'm trying to figure out how to merge two time series with different frequencies.The first time series are on 1 minute interval

 time1<-seq(from=as.POSIXct("2010-03-01 13:02"),to=as.POSIXct("2010-03-01   13:10"),by="1 min")
 value<-round(matrix(runif(90,1,10),9,10),2)
 data<-data.frame(time1,value)
 data

                time1   X1   X2   X3   X4   X5   X6   X7   X8   X9  X10
1 2010-03-01 13:02:00 2.03 9.06 6.93 8.78 1.62 6.79 7.30 8.58 7.17 5.71
2 2010-03-01 13:03:00 6.68 6.36 1.32 1.32 7.40 6.46 5.86 9.22 7.48 2.56
3 2010-03-01 13:04:00 2.68 1.26 7.54 9.32 2.20 5.83 2.58 2.33 9.13 6.77
4 2010-03-01 13:05:00 9.82 9.78 2.73 6.68 8.59 8.18 4.59 3.84 6.65 9.28
5 2010-03-01 13:06:00 9.47 5.97 5.18 7.32 2.66 2.62 9.14 2.81 1.60 3.29
6 2010-03-01 13:07:00 9.11 4.92 2.03 3.10 3.77 9.96 7.30 8.19 6.06 6.32
7 2010-03-01 13:08:00 4.46 1.42 9.97 8.96 7.16 2.21 1.72 9.08 3.45 6.27 
8 2010-03-01 13:09:00 7.43 8.99 9.47 5.66 1.43 4.34 9.94 7.62 1.34 8.55
9 2010-03-01 13:10:00 6.10 2.09 6.47 3.83 7.05 9.65 4.84 1.34 6.14 6.63

The second time series are on 5 min interval

time2<-seq(from=as.POSIXct("2010-03-01 13:00"),to=as.POSIXct("2010-03-01 13:10"),by="5 min")
value2<-round(matrix(runif(6,1,10),3,2),2)
data2<-data.frame(time2,value2)
data2
        time2   X1   X2
 1 2010-03-01 13:00:00 4.55 3.93
 2 2010-03-01 13:05:00 4.05 8.04
 3 2010-03-01 13:10:00 6.87 7.93

The preferred output would combine the two time series on the 5 minute interval so I would have a new data frame:

 1 2010-03-01 13:05:00 4.05 8.04 9.82 9.78 2.73 6.68 8.59 8.18 4.59 3.84 6.65 9.28
 2 2010-03-01 13:10:00 6.87 7.93 6.10 2.09 6.47 3.83 7.05 9.65 4.84 1.34 6.14 6.63

For sure there is simple function for this but I'm unable to find it.

Upvotes: 1

Views: 2957

Answers (3)

ASH
ASH

Reputation: 20362

# MERGE DATA SETS IF ELEMENTS ARE THE SAME IN COLUMN A
require(reshape2)

# Set WD
setwd("C:\\your_path_here\\")

# Load data from all CSV files 
NumOne <- c("Book1.csv")
NumOneData <- as.matrix((read.csv(NumOne,header=T,sep=",",check.names = F)))


NumTwo = c("Book2.csv")
NumTwoData <- as.matrix((read.csv(NumTwo,header=T,sep=",",check.names = F)))



myfulldata1 = merge(NumOneData, NumTwoData)
write.table(myfulldata1, file = "C:\\your_path_here\\foo1.csv", sep = ",", col.names = NA, qmethod = "double")


NumOneData$CONTRIBUTING_GROUP <- match(NumOneData$CONTRIBUTING_GROUP, NumTwoData$CONTRIBUTING_GROUP, nomatch=0)
write.table(nomatch, file = "C:\\your_path_here\\foo2.csv", sep = ",", col.names = NA, qmethod = "double")

merged.data.all3 <- merge(NumOneData, NumTwoData, by="CONTRIBUTING_GROUP", all=TRUE)
write.table(merged.data.all3, file = "C:\\your_path_here\\foo3.csv", sep = ",", col.names = NA, qmethod = "double")


# mydata <- merge(df1, df2, by=c("country","year"))

# When common ids have different names use by.x and by.y to match them. R will keep the name of the first dataset (by.x) 
# When different variables from two different dataset have the same name, R will assign a suffix .x or .y to make them unique and to identify which dataset they are coming from.
# mydata <- merge(mydata1, mydata2, by.x=c("country","year"), by.y=c("nations","time"))

# Note: The default setting of the merge() function drops all unmatched cases. If you want to keep all cases in the new data set, include the option all=TRUE in the merge() function:
# merged.data.all <- merge(dataset1, dataset2, by="countryID", all=TRUE)

You should probably keep these in a safe place as well.

Inner join: merge(df1, df2) will work for these examples because R automatically joins the frames by common variable names, but you would most likely want to specify merge(df1, df2, by = "CustomerId") to make sure that you were matching on only the fields you desired. You can also use the by.x and by.y parameters if the matching variables have different names in the different data frames.

Outer join: merge(x = df1, y = df2, by = "CustomerId", all = TRUE)

Left outer: merge(x = df1, y = df2, by = "CustomerId", all.x = TRUE)

Right outer: merge(x = df1, y = df2, by = "CustomerId", all.y = TRUE)

Cross join: merge(x = df1, y = df2, by = NULL)

All those concepts come from here.

How to join (merge) data frames (inner, outer, left, right)?

Upvotes: 1

mpalanco
mpalanco

Reputation: 13580

If the columns used for merging have different names, you need to specify them using by.x (first table) and by.y (second table). Check ?merge for more details.

merge(data2, data,  by.x = "time2", by.y = "time1")

Output

                time2 X1.x X2.x X1.y X2.y   X3   X4   X5   X6   X7   X8   X9  X10
1 2010-03-01 13:05:00 1.53 8.01 9.17 7.18 2.91 5.34 4.70 7.59 5.67 5.31 9.03 7.81
2 2010-03-01 13:10:00 6.78 8.18 6.66 9.93 1.12 7.02 5.77 3.20 5.13 8.55 4.91 2.29

Data

set.seed(1)
time1<-seq(from=as.POSIXct("2010-03-01 13:02"),to=as.POSIXct("2010-03-01   13:10"),by="1 min")
value<-round(matrix(runif(90,1,10),9,10),2)
data<-data.frame(time1,value)
data

                time1   X1   X2   X3   X4   X5   X6   X7   X8   X9  X10
1 2010-03-01 13:02:00 3.39 1.56 4.42 4.44 8.15 8.10 1.64 3.99 4.12 7.41
2 2010-03-01 13:03:00 4.35 2.85 8.00 8.83 1.97 1.21 1.90 6.86 4.00 4.60
3 2010-03-01 13:04:00 6.16 2.59 9.41 4.06 7.51 5.30 3.85 3.32 5.29 3.93
4 2010-03-01 13:05:00 9.17 7.18 2.91 5.34 4.70 7.59 5.67 5.31 9.03 7.81
5 2010-03-01 13:06:00 2.82 4.46 6.87 6.40 8.39 7.23 6.96 7.90 8.78 2.82
6 2010-03-01 13:07:00 9.09 7.93 2.13 5.44 6.82 5.30 4.66 1.76 4.51 7.40
7 2010-03-01 13:08:00 9.50 5.48 3.40 2.68 8.05 8.75 9.22 8.88 8.00 2.10
8 2010-03-01 13:09:00 6.95 7.46 4.48 8.45 5.98 4.94 3.64 4.05 9.65 3.21
9 2010-03-01 13:10:00 6.66 9.93 1.12 7.02 5.77 3.20 5.13 8.55 4.91 2.29

time2<-seq(from=as.POSIXct("2010-03-01 13:00"),to=as.POSIXct("2010-03-01 13:10"),by="5 min")
value2<-round(matrix(runif(6,1,10),3,2),2)
data2<-data.frame(time2,value2)
data2

                time2   X1   X2
1 2010-03-01 13:00:00 3.16 8.89
2 2010-03-01 13:05:00 1.53 8.01
3 2010-03-01 13:10:00 6.78 8.18

Upvotes: 2

Antonios
Antonios

Reputation: 1937

a simple merge will do 

time1<-seq(from=as.POSIXct("2010-03-01 13:02"),to=as.POSIXct("2010-03-01   13:10"),by="1 min")
value<-round(matrix(runif(90,1,10),9,10),2)
data<-data.frame(time=time1,value)
time2<-seq(from=as.POSIXct("2010-03-01 13:00"),to=as.POSIXct("2010-03-01 13:10"),by="5 min")
value2<-round(matrix(runif(6,1,10),3,2),2)
data2<-data.frame(time=time2,value2)
merge(data2,data,by="time")

Upvotes: 0

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