knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) library(tbrf) library(dplyr) library(ggplot2) set.seed(1014)
The tbrf package aims to provide functions that return rolling or moving statistical functions based on a user specified temporal time windows (eg. 1-year, 6-months, 5-hours, etc.). This package differs from most time-series analysis packages in R that rely on applying functions to a specific number of observations.
Currently tbrf provides functions to calculate binomial probability, geometric mean, mean, median, standard deviation, and sum. There is also a function to apply other R functions that return a numeric output. This vignette demonstrates how time-windows are applied to irregularly spaced data and each of the functions.
tbrf requires an input dataframe with two variables. First, a column with times or date-times formatted as class "POSIXt
" or "Date
". Second, a column of observed values to calculate the statistic on. The package includes a suitable sample dataset:
data("Dissolved_Oxygen") head(Dissolved_Oxygen)
Core functions include five arguments.
.tbl = dataframe used by the function x = column containing the values to calculate the statistic on tcolumn = formatted date-time or date column unit = character indicating the time unit used, one of "years", "months", "weeks", "days", "hours", "minutes", "seconds" n = numeric, indicating the window length
If we want a 10-year rolling mean for the Dissolved_Oxygen
dataset:
tbr_mean(Dissolved_Oxygen, x = Average_DO, tcolumn = Date, unit = "years", n = 10)
We can use a tidy workflow:
Dissolved_Oxygen %>% group_by(Station_ID) %>% tbr_mean(Average_DO, Date, "years", 10)
Generate some sample data:
# Some sample data df <- data_frame(date = sample(seq(as.Date('2000-01-01'), as.Date('2005-12-30'), by = "day"), 25)) %>% bind_rows(data.frame(date = sample(seq(as.Date('2009-01-01'), as.Date('2011-12-30'), by = "day"), 25))) %>% arrange(date) %>% mutate(value = 1:50)
We can visualize the data captured in each rolling time window using tbr_misc()
and the base::length()
:
df %>% tbr_misc(x = value, tcolumn = date, unit = "years", n = 5, func = length) %>% ggplot() + geom_point(aes(date, value)) + geom_errorbarh(aes(xmin = min_date, xmax = max_date, y = value, color = results)) + scale_color_distiller(type = "seq", palette = "OrRd", direction = 1) + guides(color = guide_colorbar(title = "Number of samples")) + theme(legend.position = "bottom") + labs(x = "Sample Date", y = "Sample Value", title = "Window length and n", caption = "Lines depict width of samples included in the time window\nColors indicate number of samples in the time window")
Plot the binomial probability that dissolved oxygen fell below 5 mg/L during the previous 7-year period:
data("Dissolved_Oxygen") Dissolved_Oxygen %>% mutate(x = case_when( Average_DO >= 5 ~ 0, Average_DO < 5 ~ 1)) %>% tbr_binom(x, Date, "years", 7, alpha = 0.05) %>% ggplot() + geom_line(aes(x = Date, y = PointEst)) + geom_ribbon(aes(x = Date, ymin = Lower, ymax = Upper), alpha = 0.5)
Plot the rolling 7-year geometric mean:
library(ggalt) data_frame(date = sample(seq(as.Date('2001-01-01'), as.Date('2017-12-31'), by = "day"), 60), x = rexp(60, 1/1000)) %>% tbr_gmean(x, date, "years", 7, conf = 0.95, type = "perc") %>% ggplot() + geom_point(aes(date, x), alpha = 0.5) + geom_step(aes(date, mean)) + geom_ribbon(aes(x = date, ymin = lwr_ci, ymax = upr_ci), alpha = 0.5, stat = "stepribbon") + scale_y_log10()
Plot the rolling 7-year mean:
Dissolved_Oxygen %>% mutate(Station_ID = as.factor(Station_ID)) %>% group_by(Station_ID) %>% tbr_mean(Average_DO, Date, "years", 7, conf = 0.95, type = "perc") %>% ggplot() + geom_point(aes(Date, Average_DO, color = Station_ID), alpha = 0.5) + geom_step(aes(Date, mean, color = Station_ID)) + geom_ribbon(aes(x = Date, ymin = lwr_ci, ymax = upr_ci, fill = Station_ID), alpha = 0.5, stat = "stepribbon")
Plot the rolling 7-year median:
Dissolved_Oxygen %>% mutate(Station_ID = as.factor(Station_ID)) %>% group_by(Station_ID) %>% tbr_median(Average_DO, Date, "years", 7, conf = 0.95, type = "perc") %>% ggplot() + geom_point(aes(Date, Average_DO, color = Station_ID), alpha = 0.5) + geom_step(aes(Date, median, color = Station_ID)) + geom_ribbon(aes(x = Date, ymin = lwr_ci, ymax = upr_ci, fill = Station_ID), alpha = 0.5, stat = "stepribbon")
tbr_misc()
is included to apply functions that accept a single vector of values.
For example, identify the minimum values during the previous 7 year time periods:
Dissolved_Oxygen %>% tbr_misc(Average_DO, Date, "years", 7, func = min) %>% ggplot() + geom_point(aes(Date, Average_DO), alpha = 0.5) + geom_line(aes(Date, results))
Plot the rolling 7-year SD:
Dissolved_Oxygen %>% tbr_sd(Average_DO, Date, "years", 7) %>% ggplot() + geom_line(aes(Date, sd))
Plot the rolling 7-year sum:
Dissolved_Oxygen %>% mutate(Station_ID = as.factor(Station_ID)) %>% group_by(Station_ID) %>% tbr_sum(Average_DO, Date, "years", 7) %>% ggplot() + geom_line(aes(Date, sum, color = Station_ID))
Allowable character values for unit
include c("years", "months", "weeks", "days", "hours", "minutes", "seconds")
. Example using "minutes"
and "hours"
:
y = 3 * sin(2 * seq(from = 0, to = 4*pi, length.out = 100)) + rnorm(100) time = sample(seq(as.POSIXct(strptime("2017-01-01 00:01:00", "%Y-%m-%d %H:%M:%S")), as.POSIXct(strptime("2017-01-01 23:00:00", "%Y-%m-%d %H:%M:%S")), by = "min"), 100) df <- data_frame(y, time) df %>% tbr_mean(y, time, "minutes", n = 30) %>% ggplot() + geom_point(aes(time, y)) + geom_line(aes(time, mean)) df %>% tbr_mean(y, time, "minutes", n = 60) %>% ggplot() + geom_point(aes(time, y)) + geom_line(aes(time, mean)) df %>% tbr_mean(y, time, "hours", n = 5) %>% ggplot() + geom_point(aes(time, y)) + geom_line(aes(time, mean))
Confidence intervals in tbr_gmean
, tbr_mean
, and tbr_median
are calculated using boot_ci
. If you do not need confidence intervals, calculation times are substantially shorter. parallel
, ncores
, and cl
arguments are passed to boot
and can improve computation times. An example using parallel processing for Windows systems is below:
library(snow) cl <- makeCluster(4, type = "SOCK") tbr_mean(Dissolved_Oxygen, Average_DO, Date, "years", 5, R = 1000, conf = .95, type = "perc", parallel = "snow", cl = cl) stopCluster(cl)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.