将时间序列转换为数据帧并返回 [英] Transforming a time-series into a data frame and back

问题描述

时间序列的输出看起来像数据框：

The output of a time-series looks like a data frame:

ts(rnorm(12*5, 17, 8), start=c(1981,1), frequency = 12)

       Jan       Feb       Mar       Apr       May       Jun       Jul     ...
1981 14.064085 21.664250 14.800249 -5.773095 16.477470  1.129674 16.747669 ...
1982 23.973620 17.851890 21.387944 28.451552 24.177141 25.212271 19.123179 ...
1983 19.801210 11.523906  8.103132  9.382778  4.614325 21.751529  9.540851 ...
1984 15.394517 21.021790 23.115453 12.685093 -2.209352 28.318686 10.159940 ...
1985 20.708447 13.095117 32.815273  9.393895 19.551045 24.847337 18.703991 ...

将它变成数据将会很方便框架与列Jan，Feb，Mar ...和行1981，1982，...然后回来。这是最优雅的方式？

It would be handy to transform it into a data frame with columns Jan, Feb, Mar... and rows 1981, 1982, ... and then back. What's the most elegant way to do this?

推荐答案

这里有两种方法。第一种方式为要创建的矩阵创建dimnames，然后将数据输出到矩阵中，将其转换并转换为数据帧。第二种方式创建一个由年份和月份变量组成的列表，并在以后转换为数据框并添加名称。然后使用自动填充。

Here are two ways. The first way creates dimnames for the matrix about to be created and then strings out the data into a matrix, transposes it and converts it to data frame. The second way creates a by list consisting of year and month variables and uses tapply on that later converting to data frame and adding names.

# create test data
set.seed(123)
tt <- ts(rnorm(12*5, 17, 8), start=c(1981,1), frequency = 12)

1）矩阵。这个解决方案要求我们连续使用

1) matrix. This solution requires that we have whole consecutive years

dmn <- list(month.abb, unique(floor(time(tt))))
as.data.frame(t(matrix(tt, 12, dimnames = dmn)))

如果我们不在乎漂亮的名字，那就只是 as.data.frame（t（matrix（tt，12）））。

If we don't care about the nice names it is just as.data.frame(t(matrix(tt, 12))) .

2）自订。使用自由广告的更一般的解决方案是：

2) tapply. A more general solution using tapply is:

tapply(tt, list(year = floor(time(tt)), month = month.abb[cycle(tt)]), c)

如果我们不在乎名称，我们可以用 cycle（tt）替换 month.abb [cycle（tt）] 。

If we don't care about names we can replace month.abb[cycle(tt)] with just cycle(tt).

注意：要反转这个假设 DF 是上述任何数据框解决方案。然后尝试：

Note: To invert this suppose DF is any of the data frame solutions above. Then try:

ts(c(t(DF)), start = 1981, freq = 12)

这篇关于将时间序列转换为数据帧并返回的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！