喂小時動物園時間序列到函數stl（）

Question

在你問之前，是的，我需要顯示這麼多的數據。 stl（）需要兩個數據週期。在這種情況下，一個週期是24個值，所以stl（）需要至少48個值。

此外，從STL（）的幫助：

「......這應該是類的對象，‘TS’的頻率大於一個......」我升級

一些舊的計算，以便我的數據是動物園格式。到目前爲止，儘管存在stl（）速度問題，但我已經升級了每月和每日數據，沒有出現任何明顯的問題。我現在只需要小時數據。

當您運行代碼時，「第一次嘗試」和「第二次嘗試」失敗，而「第三次嘗試」工作。爲什麼？我錯過了什麼真正顯而易見的事情？從「注意接下來會發生什麼」一節中，是否將stl（）從動物園系列內部轉換爲導致此問題的ts系列？

library(zoo) 

texinp <- " 
Date,Demand 
2009-01-01 01:00:00,28099.1458685981 
2009-01-01 02:00:00,27818.8853634983 
2009-01-01 03:00:00,27542.1297303602 
2009-01-01 04:00:00,27481.2230897352 
2009-01-01 05:00:00,27863.5201611328 
2009-01-01 06:00:00,28716.5855560981 
2009-01-01 07:00:00,29542.9219102648 
2009-01-01 08:00:00,29894.8927398003 
2009-01-01 09:00:00,29984.6039306641 
2009-01-01 10:00:00,30065.9059781901 
2009-01-01 11:00:00,29885.6435823568 
2009-01-01 12:00:00,29348.3372466363 
2009-01-01 13:00:00,28547.9348426649 
2009-01-01 14:00:00,27601.1429031033 
2009-01-01 15:00:00,26784.0209678819 
2009-01-01 16:00:00,26269.0193386502 
2009-01-01 17:00:00,26196.6366764323 
2009-01-01 18:00:00,27527.2755148655 
2009-01-01 19:00:00,29723.9232834201 
2009-01-01 20:00:00,29594.3683930122 
2009-01-01 21:00:00,29089.5591764323 
2009-01-01 22:00:00,28287.9040272352 
2009-01-01 23:00:00,26863.3280593533 
2009-01-02 00:00:00,25166.2158816189 
2009-01-02 01:00:00,23708.111414388 
2009-01-02 02:00:00,22905.427265625 
2009-01-02 03:00:00,22517.7926079644 
2009-01-02 04:00:00,22519.1570795356 
2009-01-02 05:00:00,23065.7224479167 
2009-01-02 06:00:00,24452.6789577908 
2009-01-02 07:00:00,26450.5363346354 
2009-01-02 08:00:00,27815.8465516493 
2009-01-02 09:00:00,28402.8746001519 
2009-01-02 10:00:00,29007.9232600911 
2009-01-02 11:00:00,29333.0119395616 
2009-01-02 12:00:00,29378.4373334418 
2009-01-02 13:00:00,29145.4215820312 
2009-01-02 14:00:00,29069.2706928168 
2009-01-02 15:00:00,28900.4390755208 
2009-01-02 16:00:00,28724.9172607422 
2009-01-02 17:00:00,28523.1717095269 
2009-01-02 18:00:00,29480.8798573134 
2009-01-02 19:00:00,31168.033992513 
2009-01-02 20:00:00,30736.5264789497 
2009-01-02 21:00:00,29963.2411859809 
2009-01-02 22:00:00,28915.5116943359 
2009-01-02 23:00:00,27547.5425157335 
2009-01-03 00:00:00,25756.0379166667 
2009-01-03 01:00:00,24079.5182259115 
2009-01-03 02:00:00,22927.8879052734" 


tem <- read.zoo(textConnection(texinp), header = TRUE, sep = ",", tz = "", regular = TRUE) 

#First try 
frequency(tem) 
tem.stl <- stl(tem, s.window = "periodic") #error, not the frequency it was expecting? 

#Second try 
frequency(tem) <- 24 
tem.stl <- stl(tem, s.window = "periodic") #don't worry, it's not hung.... 
#r calculates for about a minute and comes back with an error 

#Third try 
temcor <- ts(coredata(tem), freq = 24) 
temcor.stl <- stl(temcor, s.window = "periodic") #works fine 
plot(temcor.stl) 

#Also, notice what happens next 
junk <- as.ts(tem) #again, it's not hung, it just takes a while 
str(junk) 
frequency(junk) 
junk #hello 

Answer 1

使用時間表示爲這是一個完整的週期是1，以便爲隨着時間的單元應當對應於一天的24頻率每小時數據。 chron這樣工作：

library(zoo) 
library(chron) 

z <- read.zoo(text = texinp, header = TRUE, sep = ",", FUN = as.chron) 
stl(z, "per")