添加人工断点

Question

我有以下时间序列：

Lines <- "Hour,PF
0,14/01/2015 00:00,0.305
1,14/01/2015 01:00,0.306
2,14/01/2015 02:00,0.307
3,14/01/2015 03:00,0.3081
4,14/01/2015 04:00,0.3091
5,14/01/2015 05:00,0.3101
6,14/01/2015 06:00,0.3111
7,14/01/2015 07:00,0.3122
8,14/01/2015 08:00,0.455
9,14/01/2015 09:00,0.7103
10,14/01/2015 10:00,0.9656
11,14/01/2015 11:00,1
12,14/01/2015 12:00,0.9738
13,14/01/2015 13:00,0.9476
14,14/01/2015 14:00,0.9213
15,14/01/2015 15:00,0.8951
16,14/01/2015 16:00,0.8689
17,14/01/2015 17:00,0.8427
18,14/01/2015 18:00,0.6956
19,14/01/2015 19:00,0.6006
20,14/01/2015 20:00,0.5056
21,14/01/2015 21:00,0.4106
22,14/01/2015 22:00,0.3157
23,14/01/2015 23:00,0.3157"

library (zoo)
library (strucchange)

z <- read.zoo(text = Lines, tz = "", format = "%d/%m/%Y %H:%M", sep = ",")

bp <- breakpoints(z ~ 1, h = 2)

plot(z)
abline(v = time(z)[bp$breakpoints])

The Breakpoints are at observation number:
8 10 18 21

现在假设我有相同的时间序列，但在观察编号 11 - 缺少 24 小时。我想定义 Gap（在这种情况下 =24 小时）并找到与前面示例中的相关断点，在间隙的开始和结束处有 2 个额外的断点。对于以下时间序列，断点将是：

8 10  12   13  18 21

这是有间隙的时间序列：

 Lines <- "Hour,PF
    0,14/01/2015 00:00,0.305
    1,14/01/2015 01:00,0.306
    2,14/01/2015 02:00,0.307
    3,14/01/2015 03:00,0.3081
    4,14/01/2015 04:00,0.3091
    5,14/01/2015 05:00,0.3101
    6,14/01/2015 06:00,0.3111
    7,14/01/2015 07:00,0.3122
    8,14/01/2015 08:00,0.455
    9,14/01/2015 09:00,0.7103
    10,14/01/2015 10:00,0.9656 
    11,14/01/2015 11:00,1           <---
    12,15/01/2015 12:00,0.9738      <--- GAP of 24 hours
    13,15/01/2015 13:00,0.9476
    14,15/01/2015 14:00,0.9213
    15,15/01/2015 15:00,0.8951
    16,15/01/2015 16:00,0.8689
    17,15/01/2015 17:00,0.8427
    18,15/01/2015 18:00,0.6956
    19,15/01/2015 19:00,0.6006
    20,15/01/2015 20:00,0.5056
    21,15/01/2015 21:00,0.4106
    22,15/01/2015 22:00,0.3157
    23,15/01/2015 23:00,0.3157"

Answer 1

你的差距实际上是整整一个月（14/01 to14/02）。

c(0,1)+which.max(diff(time(z))) # 12,13

将 return 可以附加到断点的最大间隙的索引。

注意：差距的起点和终点是 12,13 而不是 11,12，因为 R 中的索引从 1 开始。

添加人工断点

Adding artificial breakpoints

r

breakpoints