R中的小组时间序列观测

Question

Example

I have a time seriesAnd I have values from 15 to 15 minutes (so I have 4 values per hour) but I am trying to reduce the data for clustering analysis.

I want to check if I can group per hour in R Software. So I think I need to check for similarities with some kind of statiscal test.

Can someone help me?

Answer 1

For this general type of a problem you can use the xts package:

library(xts)

# convert your data to xts object
your.data.xts <- xts(data$value,
               as.POSIXct(data$time))
# aggregate by hour
hourly.apply(dat.xts,sum)

You could also use the base aggregate() function or period.apply() https://www.rdocumentation.org/packages/rts/versions/1.0-12/topics/period.apply

In the future, please provide a reproducible example (with your data) when asking a question.