summarise_by_time: Summarise (for Time Series Data)

In timetk: A Tool Kit for Working with Time Series in R

Description

summarise_by_time() is a time-based variant of the popular dplyr::summarise() function that uses .date_var to specify a date or date-time column and .by to group the calculation by groups like "5 seconds", "week", or "3 months".

summarise_by_time() and summarize_by_time() are synonyms.

Usage

summarise_by_time(
  .data,
  .date_var,
  .by = "day",
  ...,
  .type = c("floor", "ceiling", "round")
)

summarize_by_time(
  .data,
  .date_var,
  .by = "day",
  ...,
  .type = c("floor", "ceiling", "round")
)

Arguments

.data	A tbl object or data.frame
.date_var	A column containing date or date-time values to summarize. If missing, attempts to auto-detect date column.
.by	A time unit to summarise by. Time units are collapsed using lubridate::floor_date() or lubridate::ceiling_date(). The value can be: second minute hour day week month bimonth quarter season halfyear year Arbitrary unique English abbreviations as in the lubridate::period() constructor are allowed.
...	Name-value pairs of summary functions. The name will be the name of the variable in the result. The value can be: A vector of length 1, e.g. min(x), n(), or sum(is.na(y)). A vector of length n, e.g. quantile(). A data frame, to add multiple columns from a single expression.
.type	One of "floor", "ceiling", or "round. Defaults to "floor". See lubridate::round_date.

Value

A tibble or data.frame

Useful summary functions

• Sum: sum()

• Center: mean(), median()

• Spread: sd(), var()

• Range: min(), max()

• Count: dplyr::n(), dplyr::n_distinct()

• Position: dplyr::first(), dplyr::last(), dplyr::nth()

• Correlation: cor(), cov()

See Also

Time-Based dplyr functions:

• summarise_by_time() - Easily summarise using a date column.

• mutate_by_time() - Simplifies applying mutations by time windows.

• filter_by_time() - Quickly filter using date ranges.

• filter_period() - Apply filtering expressions inside periods (windows)

• between_time() - Range detection for date or date-time sequences.

• pad_by_time() - Insert time series rows with regularly spaced timestamps

• condense_period() - Convert to a different periodicity

• slidify() - Turn any function into a sliding (rolling) function

Examples

# Libraries
library(timetk)
library(dplyr)

# First value in each month
m4_daily %>%
    group_by(id) %>%
    summarise_by_time(
        .date_var = date,
        .by       = "month", # Setup for monthly aggregation
        # Summarization
        value  = first(value)
    )

# Last value in each month (day is first day of next month with ceiling option)
m4_daily %>%
    group_by(id) %>%
    summarise_by_time(
        .by        = "month",
        value      = last(value),
        .type      = "ceiling"
    ) %>%
    # Shift to the last day of the month
    mutate(date = date %-time% "1 day")

# Total each year (.by is set to "year" now)
m4_daily %>%
    group_by(id) %>%
    summarise_by_time(
        .by        = "year",
        value      = sum(value)
    )

timetk documentation built on Jan. 19, 2021, 1:06 a.m.