I would like to use R for time series analysis. I want to make a time-series model and use functions from the packages timeDate and forecast.
I have intraday data in the CET time zone (15 minutes data, 4 data points per hour). On March 31st daylight savings time is implemented and I am missing 4 data points of the 96 that I usually have. On October 28th I have 4 data points too many as time is switched back.
For my time series model I always need 96 data points, as otherwise the intraday seasonality gets messed up.
Do you have any experiences with this? Do you know an R function or a package that would be of help to automat such data handling - something elegant? Thank you!
I had a similar problem with hydrological data from a sensor. My timestamps were in UTC+1 (CET) and did not switch to daylight saving time (UTC+2, CEST). As I didn't want my data to be one hour off (which would be the case if UTC were used) I took the %z
conversion specification of strptime
. In ?strptime
you'll find:
%z
Signed offset in hours and minutes from UTC, so -0800 is 8 hours behind UTC.
For example: In 2012, the switch from Standard Time to DST occured on 2012-03-25, so there is no 02:00 on this day. If you try to convert "2012-03-25 02:00:00" to a POSIXct-Object,
> as.POSIXct("2012-03-25 02:00:00", tz="Europe/Vienna")
[1] "2012-03-25 CET"
you don't get an error or a warning, you just get date without the time (this behavior is documented).
Using format = "%z"
gives the desired result:
> as.POSIXct("2012-03-25 02:00:00 +0100", format="%F %T %z", tz="Europe/Vienna")
[1] "2012-03-25 03:00:00 CEST"
In order to facilitate this import, I wrote a small function with appropriate defaults values:
as.POSIXct.no.dst <- function (x, tz = "", format="%Y-%m-%d %H:%M", offset="+0100", ...)
{
x <- paste(x, offset)
format <- paste(format, "%z")
as.POSIXct(x, tz, format=format, ...)
}
> as.POSIXct.no.dst(c("2012-03-25 00:00", "2012-03-25 01:00", "2012-03-25 02:00", "2012-03-25 03:00"))
[1] "2012-03-25 00:00:00 CET" "2012-03-25 01:00:00 CET" "2012-03-25 03:00:00 CEST"
[4] "2012-03-25 04:00:00 CEST"