Time series graph does not show a fluid line - r

I am quite new to r and am trying to perform ARIMA time series forecast. The data I am looking into in electricity load per 15 min. My data looks as follows:
day month year PTE periode_van periode_tm gemeten_uitwisseling
1 1 01 2010 1 0 secs 900 secs 2636
2 1 01 2010 2 900 secs 1800 secs 2621
3 1 01 2010 3 1800 secs 2700 secs 2617
4 1 01 2010 4 2700 secs 3600 secs 2600
5 1 01 2010 5 3600 secs 4500 secs 2582
geplande_import geplande_export date weekend
1 719 -284 2010-01-01 00:00:00 0
2 719 -284 2010-01-01 00:15:00 0
3 719 -284 2010-01-01 00:30:00 0
4 719 -284 2010-01-01 00:45:00 0
5 650 -253 2010-01-01 01:00:00 0
weekday Month gu_ma
1 5 01 NA
2 5 01 NA
3 5 01 NA
4 5 01 NA
5 5 01 NA
to create a time series I have used the following code
library("zoo")
ZOO <- zoo(NLData$gemeten_uitwisseling,
order.by=as.POSIXct(NLData$date, format="%Y-%m-%d %H:%M:%S"))
ZOO <- na.approx(ZOO)
tsNLData <- ts(ZOO)
plot(tsNLData)
I have also tried the following
NLDatats <- ts(NLData$gemeten_uitwisseling, frequency = 96)
However when I plot the data I get the following;
How can I solve this?

There doesn't seem to be any problem with your graph, but your data come in 15 minute intervals, and you are plotting 4 years worth of data. So naturally it will look like a dark shaded region because there is no way to show the thousands of data points you have in your series in a single plot.
If you are struggling to handle this much data, you can consider sampling from your data frame before plotting, although this will remove seasonality and autocorrelation from the outcome. That can be helpful if you want to know average values of your outcome over time, but not as helpful to see the seasonal and autocorrelative structure in the data.
See the code below that uses dplyr and ggplot2 to plot some simulated time series that illustrates these issues. It's always best to start with simulated data and then work with your own data.
require(ggplot2)
require(dplyr)
sim_data <- arima.sim(model=list(ar=.88,order=c(1,0,0)),n=10000,sd=.3)
#Too many points
data_frame(y=as.numeric(sim_data),x=1:10000) %>% ggplot(aes(y=y,x=x)) + geom_line() +
theme_minimal() + xlab('Time') + ylab('Y_t')
#Sample from data (random sample)
#However, this will remove autocorrelation/seasonality
data_frame(y=as.numeric(sim_data),x=1:10000) %>% sample_n(500) %>%
ggplot(aes(y=y,x=x)) + geom_line() + theme_minimal() + xlab('Time') + ylab('Y_t')
# Plot a subset, which preserves autocorrelation and seasonality
data_frame(y=as.numeric(sim_data),x=1:10000) %>% slice(1:300) %>%
ggplot(aes(y=y,x=x)) + geom_line() + theme_minimal() + xlab('Time') + ylab('Y_t')

Related

ggplot time series: Plotting a full month on the x-axis

Ola, I have a question concerning ggplot.
In this code I have 31 days and each day has around 200 measured times with a precipitation sum.
Delay is measured in seconds, Precip in mm (times 100, for plotting measures).
The code below is just so you can get a good view on this.
I'm currently struggling to form this into a ggplot graph.
X ARRIVAL DELAY PRECIP DATDEP
1 08:12 -10 0 01AUG2019
2 11:22 120 19.2222 01AUG2019
3 09:22 22 0.4444 01AUG2019
4 21:22 0 33.2222 01AUG2019
5 08:22 2 744.4444 02AUG2019
etc. etc.
How do I manage to plot this month into a plot with 2 lines (one for DELAY and one for PRECIP)? I can't manage to transform the DATDEP into a nice time frame on the x-axis.
Q2: also for for example 4 months? How would you manage to form that into a nice time frame on the x-axis.
Use package lubridate for your dates. And make your data long. Many many threads here on SO on this topic.
library(tidyverse)
library(lubridate)
#devtools::install_github('alistaire47/read.so')
mydf <- read.so::read.so(' X ARRIVAL DELAY PRECIP DATDEP
1 08:12 -10 0 01AUG2019
2 11:22 120 19.2222 01AUG2019
3 09:22 22 0.4444 01AUG2019
4 21:22 0 33.2222 01AUG2019
5 08:22 2 744.4444 02AUG2019')
mydf <- mydf %>% pivot_longer(names_to = 'key', values_to = 'value', cols = DELAY:PRECIP)
ggplot(mydf, aes(dmy(DATDEP), value)) + geom_line(aes(color = key))
Created on 2020-03-20 by the reprex package (v0.3.0)

Create Time series observations,timestamps and filling up the values

I have a cross section data as following:
transaction_code <- c('A_111','A_222','A_333')
loan_start_date <- c('2016-01-03','2011-01-08','2013-02-13')
loan_maturity_date <- c('2017-01-03','2013-01-08','2015-02-13')
loan_data <- data.frame(cbind(transaction_code,loan_start_date,loan_maturity_date))
Now the dataframe looks like this
>loan_data
transaction_code loan_start_date loan_maturity_date
1 A_111 2016-01-03 2017-01-03
2 A_222 2011-01-08 2013-01-08
3 A_333 2013-02-13 2015-02-13
Now I want to create a monthly time series observing the time to maturity(in months) for each of the three loans for a period of 48 months. How can I achieve that? The final output should look like following:
>loan data
transaction_code loan_start_date loan_maturity_date feb13 march13 april13........
1 A_111 2016-01-03 2017-01-03 46 45 44
2 A_222 2011-01-08 2013-01-08 NA NA NA
3 A_333 2013-02-13 2015-02-13 23 22 21
Here new columns (for 48 months) represents the time to maturity for each loan from that respective months.
Would really appreciate your help. Thanks
Here's an approach using tidyverse packages.
# Define the months to use in the right-hand columns.
months <- seq.Date(from = as.Date("2013-02-01"), by = "month", length.out = 48)
library(tidyverse); library(lubridate)
loan_data2 <- loan_data %>%
# Make a row for each combination of original data and the `months` list
crossing(months) %>%
# Format dates as MonYr and make into an ordered factor
mutate(month_name = format(months, "%b%y") %>% fct_reorder(months)) %>%
# Calculate months remaining -- this task is harder than it sounds! This
# approach isn't perfect, but it's hard to accomplish more simply, since
# months are different lengths.
mutate(months_remaining =
round(interval(months, loan_maturity_date) / ddays(1) / 30.5 - 1),
months_remaining = if_else(months_remaining < 0,
NA_real_, months_remaining)) %>%
# Drop the Date format of months now that calcs done
select(-months) %>%
# Spread into wide format
spread(month_name, months_remaining)
Output
loan_data2[,1:6]
# transaction_code loan_start_date loan_maturity_date Feb13 Mar13 Apr13
# 1 A_111 2016-01-03 2017-01-03 46 45 44
# 2 A_222 2011-01-08 2013-01-08 NA NA NA
# 3 A_333 2013-02-13 2015-02-13 23 22 21

Finding each time of daily max variable in climate data

I have a large dataset over many years which has several variables, but the one I am interested in is wind speed and dateTime. I want to find the time of the max wind speed for every day in the data set. I have hourly data in Posixct format, with WS as a numeric with occasional NAs. Below is a short data set that should hopefully illustrate my point, however my dateTime wasn't working out to be hourly data, but it provides enough for a sample.
dateTime <- seq(as.POSIXct("2011-01-01 00:00:00", tz = "GMT"),
as.POSIXct("2011-01-29 23:00:00", tz = "GMT"),
by = 60*24)
WS <- sample(0:20,1798,rep=TRUE)
WD <- sample(0:390,1798,rep=TRUE)
Temp <- sample(0:40,1798,rep=TRUE)
df <- data.frame(dateTime,WS,WD,Temp)
df$WS[WS>15] <- NA
I have previously tried creating a new column with just a posix date (minus time) to allow for day isolation, however all the things I have tried have only returned a shortened data frame with date and WS (aggregate, splitting, xts). Aggregate was only one that didn't do this, however, it gave me 23:00:00 as a constant time which isn't correct.
I have looked at How to calculate daily means, medians, from weather variables data collected hourly in R?, https://stats.stackexchange.com/questions/7268/how-to-aggregate-by-minute-data-for-a-week-into-hourly-means and others but none have answered this question, or the solutions have not returned an ideal result.
I need to compare the results of this analysis with another data frame, so hence the reason I need the actual time when the max wind speed occurred for each day in the dataset. I have a feeling there is a simple solution, however, this has me frustrated.
A dplyr solution may be:
library(dplyr)
df %>%
mutate(date = as.Date(dateTime)) %>%
left_join(
df %>%
mutate(date = as.Date(dateTime)) %>%
group_by(date) %>%
summarise(max_ws = max(WS, na.rm = TRUE)) %>%
ungroup(),
by = "date"
) %>%
select(-date)
# dateTime WS WD Temp max_ws
# 1 2011-01-01 00:00:00 NA 313 2 15
# 2 2011-01-01 00:24:00 7 376 1 15
# 3 2011-01-01 00:48:00 3 28 28 15
# 4 2011-01-01 01:12:00 15 262 24 15
# 5 2011-01-01 01:36:00 1 149 34 15
# 6 2011-01-01 02:00:00 4 319 33 15
# 7 2011-01-01 02:24:00 15 280 22 15
# 8 2011-01-01 02:48:00 NA 110 23 15
# 9 2011-01-01 03:12:00 12 93 15 15
# 10 2011-01-01 03:36:00 3 5 0 15
Dee asked for: "I want to find the time of the max wind speed for every day in the data set." Other answers have calculated the max(WS) for every day, but not at which hour that occured.
So I propose the following solution with dyplr:
library(dplyr)
set.seed(12345)
dateTime <- seq(as.POSIXct("2011-01-01 00:00:00", tz = "GMT"),
as.POSIXct("2011-01-29 23:00:00", tz = "GMT"),
by = 60*24)
WS <- sample(0:20,1738,rep=TRUE)
WD <- sample(0:390,1738,rep=TRUE)
Temp <- sample(0:40,1738,rep=TRUE)
df <- data.frame(dateTime,WS,WD,Temp)
df$WS[WS>15] <- NA
df %>%
group_by(Date = as.Date(dateTime)) %>%
mutate(Hour = hour(dateTime),
Hour_with_max_ws = Hour[which.max(WS)])
I want to highlight out, that if there are several hours with the same maximal windspeed (in the example below: 15), only the first hour with max(WS) will be shown as result, though the windspeed 15 was reached on that date at the hours 0, 3, 4, 21 and 22! So you might need a more specific logic.
For the sake of completeness (and because I like the concise code) here is a "one-liner" using data.table:
library(data.table)
setDT(df)[, max.ws := max(WS, na.rm = TRUE), by = as.IDate(dateTime)][]
dateTime WS WD Temp max.ws
1: 2011-01-01 00:00:00 NA 293 22 15
2: 2011-01-01 00:24:00 15 55 14 15
3: 2011-01-01 00:48:00 NA 186 24 15
4: 2011-01-01 01:12:00 4 300 22 15
5: 2011-01-01 01:36:00 0 120 36 15
---
1734: 2011-01-29 21:12:00 12 249 5 15
1735: 2011-01-29 21:36:00 9 282 21 15
1736: 2011-01-29 22:00:00 12 238 6 15
1737: 2011-01-29 22:24:00 10 127 21 15
1738: 2011-01-29 22:48:00 13 297 0 15

Weighted Moving Average based on Irregular Date Intervals

I am new to time series and was hoping someone could provide some input/ideas here.
I am trying to find ways to impute missing values.
I was hoping to find the moving average, but most of the packages (smooth, mgcv, etc.) don't seem to take time intervals into consideration.
For example, the dataset might look like something below and I would want value at 2016-01-10 to have the greatest influence in calculating the missing value:
Date Value Diff_Days
2016-01-01 10 13
2016-01-10 14 4
2016-01-14 NA 0
2016-01-28 30 14
2016-01-30 50 16
I have instances where NA might be the first observation or the last observation. Sometimes NA values also occur multiple times, at which point the rolling window would need to expand, and this is why I would like to use the moving average.
Is there a package that would take date intervals / separate weights into consideration?
Or please suggest if there is a better way to impute NA values in such cases.
You can use glm or any different model.
Input
con <- textConnection("Date Value Diff_Days
2015-12-14 NA 0
2016-01-01 10 13
2016-01-10 14 4
2016-01-14 NA 0
2016-01-28 30 14
2016-02-14 NA 0
2016-02-18 NA 0
2016-02-29 50 16")
df <- read.table(con, header = T)
df$Date <- as.Date(df$Date)
df$Date.numeric <- as.numeric(df$Date)
fit <- glm(Value ~ Date.numeric, data = df)
df.na <- df[is.na(df$Value),]
predicted <- predict(fit, df.na)
df$Value[is.na(df$Value)] <- predicted
plot(df$Date, df$Value)
points(df.na$Date, predicted, type = "p", col="red")
df$Date.numeric <- NULL
rm(df.na)
print(df)
Output
Date Value Diff_Days
1 2015-12-14 -3.054184 0
2 2016-01-01 10.000000 13
3 2016-01-10 14.000000 4
4 2016-01-14 18.518983 0
5 2016-01-28 30.000000 14
6 2016-02-14 40.092149 0
7 2016-02-18 42.875783 0
8 2016-02-29 50.000000 16

Plotting the frequency of string matches over time in R

I've compiled a corpus of tweets sent over the past few months or so, which looks something like this (the actual corpus has a lot more columns and obviously a lot more rows, but you get the idea)
id when time day month year handle what
UK1.1 Sat Feb 20 2016 12:34:02 20 2 2016 dave Great goal by #lfc
UK1.2 Sat Feb 20 2016 15:12:42 20 2 2016 john Can't wait for the weekend
UK1.3 Sat Mar 01 2016 12:09:21 1 3 2016 smith Generic boring tweet
Now what I'd like to do in R is, using grep for string matching, plot the frequency of certain words/hashtags over time, ideally normalised by the number of tweets from that month/day/hour/whatever. But I have no idea how to do this.
I know how to use grep to create subsets of this dataframe, e.g. for all tweets including the #lfc hashtag, but I don't really know where to go from there.
The other issue is that whatever time scale is on my x-axis (hour/day/month etc.) needs to be numerical, and the 'when' column isn't. I've tried concatenating the 'day' and 'month' columns into something like '2.13' for February 13th, but this leads to the issue of R treating 2.13 as being 'earlier', so to speak, than 2.7 (February 7th) on mathematical grounds.
So basically, I'd like to make plots like these, where frequency of string x is plotted against time
Thanks!
Here's one way to count up tweets by day. I've illustrated with a simplified fake data set:
library(dplyr)
library(lubridate)
# Fake data
set.seed(485)
dat = data.frame(time = seq(as.POSIXct("2016-01-01"),as.POSIXct("2016-12-31"), length.out=10000),
what = sample(LETTERS, 10000, replace=TRUE))
tweet.summary = dat %>% group_by(day = date(time)) %>% # To summarise by month: group_by(month = month(time, label=TRUE))
summarise(total.tweets = n(),
A.tweets = sum(grepl("A", what)),
pct.A = A.tweets/total.tweets,
B.tweets = sum(grepl("B", what)),
pct.B = B.tweets/total.tweets)
tweet.summary
day total.tweets A.tweets pct.A B.tweets pct.B
1 2016-01-01 28 3 0.10714286 0 0.00000000
2 2016-01-02 27 0 0.00000000 1 0.03703704
3 2016-01-03 28 4 0.14285714 1 0.03571429
4 2016-01-04 27 2 0.07407407 2 0.07407407
...
Here's a way to plot the data using ggplot2. I've also summarized the data frame on the fly within ggplot, using the dplyr and reshape2 packages:
library(ggplot2)
library(reshape2)
library(scales)
ggplot(dat %>% group_by(Month = month(time, label=TRUE)) %>%
summarise(A = sum(grepl("A", what))/n(),
B = sum(grepl("B", what))/n()) %>%
melt(id.var="Month"),
aes(Month, value, colour=variable, group=variable)) +
geom_line() +
theme_bw() +
scale_y_continuous(limits=c(0,0.06), labels=percent_format()) +
labs(colour="", y="")
Regarding your date formatting issue, here's how to get numeric dates: You can turn the day month and year columns into a date using as.Date and/or turn the day, month, year, and time columns into a date-time column using as.POSIXct. Both will have underlying numeric values with a date class attached, so that R treats them as dates in plotting functions and other functions. Once you've done this conversion, you can run the code above to count up tweets by day, month, etc.
# Fake time data
dat2 = data.frame(day=sample(1:28, 10), month=sample(1:12,10), year=2016,
time = paste0(sample(c(paste0(0,0:9),10:12),10),":",sample(10:50,10)))
# Create date-time format column from existing day/month/year/time columns
dat2$posix.date = with(dat2, as.POSIXct(paste0(year,"-",
sprintf("%02d",month),"-",
sprintf("%02d", day)," ",
time)))
# Create date format column
dat2$date = with(dat2, as.Date(paste0(year,"-",
sprintf("%02d",month),"-",
sprintf("%02d", day))))
dat2
day month year time posix.date date
1 28 10 2016 01:44 2016-10-28 01:44:00 2016-10-28
2 22 6 2016 12:28 2016-06-22 12:28:00 2016-06-22
3 3 4 2016 11:46 2016-04-03 11:46:00 2016-04-03
4 15 8 2016 10:13 2016-08-15 10:13:00 2016-08-15
5 6 2 2016 06:32 2016-02-06 06:32:00 2016-02-06
6 2 12 2016 02:38 2016-12-02 02:38:00 2016-12-02
7 4 11 2016 00:27 2016-11-04 00:27:00 2016-11-04
8 12 3 2016 07:20 2016-03-12 07:20:00 2016-03-12
9 24 5 2016 08:47 2016-05-24 08:47:00 2016-05-24
10 27 1 2016 04:22 2016-01-27 04:22:00 2016-01-27
You can see that the underlying values of a POSIXct date are numeric (number of seconds elapsed since midnight on Jan 1, 1970), by doing as.numeric(dat2$posix.date). Likewise for a Date object (number of days elapsed since Jan 1, 1970): as.numeric(dat2$date).

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