[R] Irregular Time Series: zoo & its: Pros & Cons

David James djames at frontierassoc.com
Thu Aug 25 19:51:10 CEST 2005


Hello,

I'm working with irregular time series data.  What do you all think  
about the strengths and weaknesses of the "zoo" and "its" packages?

I've installed and skimmed the documentation on both packages.  I was  
hoping to get a little guidance from the user community before  
proceeding further.

In case anyone is interested in my particular problem:  I'm looking  
at some (surface) temperature data from NOAA:  http:// 
cdo.ncdc.noaa.gov/ulcd/ULCD
It is (irregular) time series format.  The NOAA data reports year,  
month, date, hour, and minute.  I want to group the data into hourly  
chunks.  However, sometimes there are multiple observation per hour  
-- i.e an observation at 3:45 and 3:56.  Also, sometimes a particular  
hour may be missing altogether.  I need to clean up the data so that  
each hour has one and only one data point.

I'm relatively new to R, but I think I'm getting a hold on it pretty  
well so far.  I used to do a lot with MATLAB, and there seem to be  
many parallels between it and R.  I have background in public policy  
and econometrics.

Thanks,
David

On Aug 25, 2005, at 12:29 PM, Mathieu Drapeau wrote:

> Hi,
> I just installed ROracle and RDBI. The connection to the database  
> seems
> to work also. My problem is when I am selection rows that really exist
> in the database, it is returning nothing. Where should I look to see
> what could be my problem?
>
> Thank you very much,
> Mathieu
>
>
>> drv <- dbDriver("Oracle")
>> summary(drv, verbose=TRUE)
>>
> <OraDriver:(6721)>
>   Driver name:  Oracle (ProC/C++)
>   Max  connections: 10
>   Conn. processed: 8
>   Default records per fetch: 500
>   Oracle R/S client version: 0.5-4
>   RS-DBI version:  0.1-9
>   Open connections: 2
>     1  <OraConnection:(6721,0)>
>     2  <OraConnection:(6721,7)>
>
>>
>> conn <- dbConnect(drv, "mathieu/toto at MYDB")
>> summary(conn, verbose=TRUE) <OraConnection:(6721,7)>
>>
>   User: mathieu
>   Dbname: MYDB
>   Oracle Server version:
>
>>
>> rs <- dbSendQuery(conn, statement = paste("select * from cat"))
>> summary(rs, verbose=TRUE)
>>
> <OraResult:(6721,7,2)>
>   Statement: select * from cat
>   Has completed? no
>   Affected rows: 0
>   Rows fetched: -1
>   Fields:
>         name    Sclass     type len precision scale isVarLength nullOK
> 1 TABLE_NAME character VARCHAR2  30         0     0        TRUE  FALSE
> 2 TABLE_TYPE character VARCHAR2  11         0     0        TRUE   TRUE
>
>>
>> myContent <- fetch(rs, n = -1)
>> myContent
>>
> [1] TABLE_NAME TABLE_TYPE
> <0 rows> (or 0-length row.names)
>
>> summary(myContent, verbose=TRUE)
>>
>   TABLE_NAME         TABLE_TYPE
>  Length:0           Length:0
>  Class :character   Class :character
>  Mode  :character   Mode  :character
>
>> summary(rs, verbose=TRUE)
>>
> <OraResult:(6721,7,2)>
>   Statement: select * from cat
>   Has completed? yes
>   Affected rows: 0
>   Rows fetched: -1
>   Fields:
>         name    Sclass     type len precision scale isVarLength nullOK
> 1 TABLE_NAME character VARCHAR2  30         0     0        TRUE  FALSE
> 2 TABLE_TYPE character VARCHAR2  11         0     0        TRUE   TRUE
>
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