Run analysis only on a intraday time period - zoo

Question

I need to run an analysis from 10AM to 4PM. The original data runs from 9 AM to 5 PM, everyday for one year. How to include only the indicated time period for analysis ?

window in zoo does not help for the same.

structure(c(0, 7.12149266486255e-05, 0.000142429853297251, 0.000213644779945877, 0.000284859706594502, 0.000356074633243128, 0.000427289559891753, 0.000498504486540379, 0.000569719413189004, 0.00064093433983763, 0.000712149266486256, 0.000783364193134881, 0.000854579119783507, 0.000925794046432132, 0.000997008973080758, 0.00106822389972938, 0.00113943882637801, 0.00121065375302663, 0.00128186867967526, 0.00135308360632389, 0.00142429853297251, 0.00149551345962114, 0.00156672838626976, 0.00163794331291839, 0.00170915823956701, 0.00178037316621564, 0.00185158809286426, 0.00192280301951289, 0.00199401794616152, 0.00206523287281014), index = structure(c(1009942620, 1009942680, 1009942740, 1009942800, 1009942860, 1009942920, 1009942980, 1009943040, 1009943100, 1009943160, 1009943220, 1009943280, 1009943340, 1009943400, 1009943460, 1009943520, 1009943580, 1009943640, 1009943700, 1009943760, 1009943820, 1009943880, 1009943940, 1009944000, 1009944060, 1009944120, 1009944180, 1009944240, 1009944300, 1009944360), class = c("POSIXct", "POSIXt")), class = "zoo")

How to select periods of time > 10 AM and time < 4 PM, across several days.

We will need at least an idea of how the dataframe looks like. — adelriosantiago, Jan 14 '21 at 04:54

G. Grothendieck · Accepted Answer · 2021-01-14T16:34:09.220

If z is the zoo object then

1) use this to extract hour of each time point and then subset to only those that are 10, 11, 12, 13, 14 or 15.

z[format(time(z), "%H") %in% 10:15]

2) or use this alternative which is similar but uses POSIXlt to get the hour:

z[as.POSIXlt(time(z))$hour %in% 10:15]

3) or convert the series to xts and use this:

x <- as.xts(z)["T10:00/T15:00"]
drop(as.zoo(x))

Omit the second line if it is ok to return an xts series.

Time Zone

Be sure that you have the time zone set correctly since the time in one time zone is not the same as in another time zone.

We can query the current time zone of the session like this:

Sys.timezone()

and can set it like this:

Sys.setenv(TZ = "...")

where ... is replaced with the time zone desired. Common settings are:

Sys.setenv(TZ = "GMT")
Sys.setenv(TZ = "") # restore default

The following will show the possible time zones that can be used:

OlsonNames()

You only need all this if the time zone of your session is not already set to the time zone of the data.

How can one go down to minutes - for example : 10:15 AM to 15:45 PM — shoonya, Jan 18 '21 at 11:57

score 0 · Answer 2 · answered Jan 14 '21 at 07:15

0

You could build a tibble for analysis with time, value and hour information. You can then filter the rows only between 10AM to 4PM.

library(dplyr)
library(zoo)

tibble(time = index(df), 
       value = coredata(df), 
       hour = lubridate::hour(time)) %>%
  filter(between(hour, 10, 15)) -> result

result

answered Jan 14 '21 at 07:15

Ronak Shah

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Doing it over entire year of data shall be tedious. Moreover what is the use of time indexing in zoo and xts when time cannot be specified explicitly? – shoonya Jan 14 '21 at 07:27
Why should it be tedious? – Ronak Shah Jan 14 '21 at 07:30

Run analysis only on a intraday time period - zoo

2 Answers2

Time Zone