[R] synchronisation of time series data using interpolation

e-letter inpost at gmail.com
Fri Sep 25 07:41:37 CEST 2009


Readers,

I have data with different time stamps that I wish to plot (for example):

data set 1
time(hh:mm:ss),datum
01:00:00,500
01:00:15,600
01:00:30,750
01:00:45,720
01:01:00,700
01:01:15,725
01:01:30,640
01:01:45,710
data set 2
time,datum
01:00:12,20
01:01:01,55
01:01:55,22

The time interval in data set 1 does not change, but the time interval
in data set 2 does change, such that for a specific total time range
(e.g. 60 minutes) there will be more data in data set 1 than in data
set 2.

I thought I could solve this problem using interpolation, to create a
new data set using data from data set 2, interpolated to the time
stamps in data set 1:

data set 3
time,datum
01:00:00,18
01:00:15,23
01:00:30,30
01:00:45,41
01:01:00,53
01:01:15,46
01:01:30,38
01:01:45,29

Therefore I would then be able to plot the data in data set 1 against
the interpolated data in data set 3, because there would be equal
quantities of data in both data sets. I've looked at the interp
function in the help manual, but I don't understand if this function
can perform the task I want. Any advice please?

Yours,

rhelp at conference.jabber.org
r 251 (27-06-07)
mandriva 2008




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