R lag irregular time series data

0 votes

Consider an irregular time series data frame with time and value columns.
I want to add another column where values are lead by delay seconds.

So, if we consider the second column to be value_2, then value_2 at time t must be equal to value at time t + delay or right after that.

ts=data.frame(
  time=c(1,2,3,5,8,10,11,15,20,23),
  value=c(1,2,3,4,5,6,7,8,9,10)
)

ts_with_delayed_value <- add_delayed_value(ts, "value", 2, "time")

> ts_with_delayed_value
   time value value_2
1     1     1       3
2     2     2       4
3     3     3       4
4     5     4       5
5     8     5       6
6    10     6       8
7    11     7       8
8    15     8       9
9    20     9      10
10   23    10      10

I have my own version of this function add_delayed_value, here it is:

add_delayed_value <- function(data, colname, delay, colname_time) {
  colname_delayed <- paste(colname, sprintf("%d", delay), sep="_")
  data[colname_delayed] <- NaN

  for (i in 1:nrow(data)) {
    time_delayed <- data[i, colname_time] + delay
    value_delayed <- data[data[colname_time] >= time_delayed, colname][1]
    if (is.na(value_delayed)) {
      value_delayed <- data[i, colname]
    }
    data[i, colname_delayed] <- value_delayed
  }

  return(data)
}

Is there a way to vectorize this routine to avoid the slow loop?

I'm quite new to R, so this code probably has lots of issues. What can be improved about it?

May 11, 2018 in Data Analytics by DataKing99
• 8,240 points
498 views

1 answer to this question.

0 votes

You could try using:

library(dplyr)
library(zoo)
na.locf(ts$value[sapply(ts$time, function(x) min(which(ts$time - x >=2 )))])
[1]  3  4  4  5  6  8  8  9 10 10
answered May 11, 2018 by Sahiti
• 6,360 points

Related Questions In Data Analytics

+1 vote
1 answer

R query and Data Science

Dear Deepika, Hope you are doing great. You can ...READ MORE

answered Dec 18, 2017 in Data Analytics by Sudhir
• 1,610 points
224 views
0 votes
1 answer

Big Data transformations with R

Dear Koushik, Hope you are doing great. You can ...READ MORE

answered Dec 18, 2017 in Data Analytics by Sudhir
• 1,610 points
422 views
+1 vote
3 answers

Filtering R data-frame with multiple conditions

You can use the 'filter' function from ...READ MORE

answered Mar 26, 2018 in Data Analytics by Bharani
• 4,660 points
80,386 views
0 votes
1 answer

Converting R data-frame to h2o object

All you have to do is run ...READ MORE

answered Apr 3, 2018 in Data Analytics by Bharani
• 4,660 points
1,864 views
0 votes
5 answers

How to remove NA values with dplyr::filter()

Try this: df %>% filter(!is.na(col1)) READ MORE

answered Mar 26, 2019 in Data Analytics by anonymous
216,614 views
0 votes
1 answer
0 votes
1 answer

How can I use parallel so that it preserves the list of data frames

You can use pmap as follows: nc <- ...READ MORE

answered Apr 4, 2018 in Data Analytics by kappa3010
• 2,090 points
323 views
0 votes
1 answer
0 votes
1 answer

How to change y axis max in time series using R?

The axis limits are being set using ...READ MORE

answered Apr 3, 2018 in Data Analytics by Sahiti
• 6,360 points
2,431 views
+1 vote
2 answers

How to sort a data frame by columns in R?

You can use dplyr function arrange() like ...READ MORE

answered Aug 21, 2019 in Data Analytics by anonymous
• 33,010 points
851 views
webinar REGISTER FOR FREE WEBINAR X
Send OTP
REGISTER NOW
webinar_success Thank you for registering Join Edureka Meetup community for 100+ Free Webinars each month JOIN MEETUP GROUP