计算 stl() 的开始 [英] Calculating Start for stl()

问题描述

我正在从 .csv 数据文件中读取每周数据.数据样本为:

I'm reading weekly data from a .csv data file. A sample of the data is:

Date,Demand    
"Feb 08, 1991",6621    
"Feb 15, 1991",6433    
"Feb 22, 1991",6582   
"Mar 01, 1991",7224   
"Mar 08, 1991",6875   
"Mar 15, 1991",6947   
"Mar 22, 1991",7328   
"Mar 29, 1991",6777   
"Apr 05, 1991",7503
.....  

我的代码是:

> temp<-read.table(file="E:\\Data\\Demand_00.csv",header=TRUE, sep=",")
> stadat<-strptime(as.character(temp[,1]),"%b %d, %Y")[1]
> statim<-as.numeric(strftime(stadat,"%Y"))+(as.numeric(strftime(stadat,"%j"))/366)
> temdat<-ts(temp[,2],start=statim,frequency=52)
> plot(temp2<- stl(log(temdat), "per"))

我的问题是:有没有更好/更干净的方法来构建 statim(上面 ts 对象中所需的启动)?请注意，这是每周数据，可能会或可能不会从一年的第一周开始.

My question is: Is there a better/cleaner way to build statim (the start required in the above ts object)? Notice that this is weekly data that may or may not start at the first week of the year.

谢谢，
账单

推荐答案

你可以使用 zoo 包来简化这个:

You could use the zoo package to simplify this:

File <- E:\\Data\\Demand_00.csv"

library(zoo)
fmt <- "%b %d, %Y"

year.jul <- function(x) as.numeric(format(x, "%Y")) + 
    as.numeric(format(x, "%j"))  / 366
z0 <- read.zoo(File, header = TRUE, sep = ",", FUN = as.Date, format = fmt,
    FUN2 = year.jul)
ts(z0, start = start(z0), frequency = 52)

另一方面，您可能希望在 Epi 包中使用 cal.yr，而不是将其强制为 366 天:

On the other hand rather than forcing it into 366 days you might want to use cal.yr in the Epi package:

library(Epi)
z2 <- read.zoo(File, header = TRUE, sep = ",", FUN = cal.yr, format = fmt)
as.ts(z2)

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