使用dplyr以可变时间间隔过滤
我想根据可变时间间隔过滤我的时间序列。更具体地说,考虑来自时间戳t的时间t_i。我想过滤我的时间序列,以便剩下的时间序列只包含从t_i - 15 分钟到并包括t_i + 15 分钟的时间戳。
这是我尝试过的:
library(lubridate)
library(dplyr)
mv <- 2 # moving window
t <- as.POSIXct("2020-06-20 12:00", tz="UTC") # time stamp
time <- seq(ymd_hm('2020-01-01 00:00'),ymd_hm('2020-12-31 23:45'), by = '15 mins')
ts <- tibble(time=time, data=sin(seq(1,length(time),1)))
# What I did:
ts %>%
filter(time >= t - mv*24*60*60) %>%
filter(time <= t) %>%
filter(strftime(time, format = "%H:%M", tz = "UTC") >= strftime(t-15*60, format = "%H:%M", tz = "UTC")) %>%
filter(strftime(time, format = "%H:%M", tz = "UTC") <= strftime(t+15*60, format = "%H:%M", tz = "UTC"))
Output:
# A tibble: 7 x 2
time data
<dttm> <dbl>
1 2020-06-18 12:00:00 -0.435
2 2020-06-18 12:15:00 0.523
3 2020-06-19 11:45:00 0.298
4 2020-06-19 12:00:00 0.964
5 2020-06-19 12:15:00 0.744
6 2020-06-20 11:45:00 0.885
7 2020-06-20 12:00:00 0.0870
这正是我想要的,但它在t <- as.POSIXct("2020-06-20 23:45", tz="UTC")(也有00:00)时崩溃:
# A tibble: 0 x 2
# … with 2 variables: time <dttm>, data <dbl>
我包含了一个 if-else 语句来规避这一点,但它远非优雅,并没有给我我想要的东西:
t <- as.POSIXct("2020-06-20 23:45", tz="UTC") # time stamp
if(strftime(t, format = "%H:%M", tz = "UTC") %in% c("23:45","00:00")){
ts %>%
filter(time >= t - mv*24*60*60) %>%
filter(time <= t) %>%
filter(strftime(time, format = "%H:%M", tz = "UTC") >= strftime(t-15*60, format = "%H:%M", tz = "UTC"))
} else {
ts %>%
filter(time >= t - mv*24*60*60) %>%
filter(time <= t) %>%
filter(strftime(time, format = "%H:%M", tz = "UTC") >= strftime(t-15*60, format = "%H:%M", tz = "UTC")) %>%
filter(strftime(time, format = "%H:%M", tz = "UTC") <= strftime(t+15*60, format = "%H:%M", tz = "UTC"))
}
Output:
# A tibble: 5 x 2
time data
<dttm> <dbl>
1 2020-06-18 23:45:00 0.543
2 2020-06-19 23:30:00 -0.177
3 2020-06-19 23:45:00 -0.924
4 2020-06-20 23:30:00 -0.936
5 2020-06-20 23:45:00 -0.209
Desired output:
# A tibble: 7 x 2
time data
<dttm> <dbl>
1 2020-06-18 23:45:00 0.543
2 2020-06-19 00:00:00 -0.413
3 2020-06-19 23:30:00 -0.177
4 2020-06-19 23:45:00 -0.924
5 2020-06-20 00:00:00 -0.821
6 2020-06-20 23:30:00 -0.936
7 2020-06-20 23:45:00 -0.209
几天之间的转换似乎存在问题,但我不知道如何解决它,也找不到类似的问题。有没有办法(优雅地)实现这一目标?