当我们切换到夏令时并返回时处理日期 [英] Handling dates when we switch to daylight savings time and back

问题描述

我想使用R进行时间序列分析。我想建立一个时间序列模型，并使用来自timeDate和Forecast包的函数。

I would like to use R for time series analysis. I want to make a time-series model and use functions from the packages timeDate and forecast.

我在CET时区有盘中数据（15分钟数据，4个数据每小时积分）。在3月31日实行夏令时，我错过了通常的96个数据点中的4个数据点。在10月28日，由于切换回时间，我有4个数据点过多。

I have intraday data in the CET time zone (15 minutes data, 4 data points per hour). On March 31st daylight savings time is implemented and I am missing 4 data points of the 96 that I usually have. On October 28th I have 4 data points too many as time is switched back.

对于我的时间序列模型，我总是需要96个数据点，否则盘中的季节性会变得混乱。

For my time series model I always need 96 data points, as otherwise the intraday seasonality gets messed up.

您对此有任何经验吗？您是否知道R函数或软件包可以自动执行此类数据处理？
谢谢！

Do you have any experiences with this? Do you know an R function or a package that would be of help to automat such data handling - something elegant? Thank you!

推荐答案

我对来自传感器的水文数据也遇到了类似的问题。我的时间戳记为UTC + 1（CET），但未切换为夏令时（UTC + 2，CEST）。因为我不希望数据减少一小时（如果使用UTC，情况会如此），所以我将％z 转换规范设为 strptime 。在？strptime 中，您会找到：

I had a similar problem with hydrological data from a sensor. My timestamps were in UTC+1 (CET) and did not switch to daylight saving time (UTC+2, CEST). As I didn't want my data to be one hour off (which would be the case if UTC were used) I took the %z conversion specification of strptime. In ?strptime you'll find:

％ z 距UTC的小时数和分钟数的符号偏移量，因此-0800比UTC落后8小时
。

%z Signed offset in hours and minutes from UTC, so -0800 is 8 hours behind UTC.

例如：在2012年，从标准时间切换到夏令时发生在2012-03-25，因此这一天没有02:00。如果您尝试将 2012-03-25 02:00:00转换为POSIXct对象，则

For example: In 2012, the switch from Standard Time to DST occured on 2012-03-25, so there is no 02:00 on this day. If you try to convert "2012-03-25 02:00:00" to a POSIXct-Object,

> as.POSIXct("2012-03-25 02:00:00", tz="Europe/Vienna")
[1] "2012-03-25 CET"

您不会收到错误或警告，只是获得日期而没有时间（此行为已记录）。

you don't get an error or a warning, you just get date without the time (this behavior is documented).

使用 format =％z 可获得所需的结果：

Using format = "%z" gives the desired result:

> as.POSIXct("2012-03-25 02:00:00 +0100", format="%F %T %z", tz="Europe/Vienna")
[1] "2012-03-25 03:00:00 CEST"

为了方便导入，我编写了一个小函数适当的默认值：

In order to facilitate this import, I wrote a small function with appropriate defaults values:

as.POSIXct.no.dst <- function (x, tz = "", format="%Y-%m-%d %H:%M", offset="+0100", ...)
{
  x <- paste(x, offset)
  format <- paste(format, "%z")
  as.POSIXct(x, tz, format=format, ...)
}

> as.POSIXct.no.dst(c("2012-03-25 00:00", "2012-03-25 01:00", "2012-03-25 02:00", "2012-03-25 03:00"))
[1] "2012-03-25 00:00:00 CET"  "2012-03-25 01:00:00 CET"  "2012-03-25 03:00:00 CEST"
[4] "2012-03-25 04:00:00 CEST"

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