Slope of time series (xts) object over rolling window

Slope of time series (xts) object over rolling window

Content Index :

Slope of time series (xts) object over rolling window
Tag : r , By : Tom D
Date : January 12 2021, 09:11 PM

it should still fix some issue It works for me. We don't need summary nor by.column (there is only one column anyways).
The resulting range is c(-90, 90) to 3 decimals.

f <- function (x) {
  res <- lm(x ~ time(x))
  atan(coef(res)[[2]]) * 180 / pi

r <- rollapplyr(pk, 14, f)
round(range(r, na.rm = TRUE), 3)
## [1] -90  90
r <- rollapplyr(k * 14 * pk / max(pk), 14, f)

No Comments Right Now !

Boards Message :
You Must Login Or Sign Up to Add Your Comments .

Share : facebook icon twitter icon

Rolling window from time-series

Tag : pandas , By : LUK
Date : March 29 2020, 07:55 AM
will help you I am wondering if there is a simple and neat way to create a rolling window representation from a time-series data, using Pandas (etc)? , How about:
pd.DataFrame({i: x.shift(-i) for i in range(5)}).dropna()

Time series with scala and spark. Rolling window

Tag : scala , By : Thomas Plunkett
Date : March 29 2020, 07:55 AM
help you fix your problem This is a perfect application for window-functions. By using rangeBetween you can set your sliding window to 20s. Note that in the example below no partitioning is specified (no partitionBy). Without a partitioning, this code will not scale:
import ss.implicits._

val df = Seq(
  (225, 1.5),
  (245, 0.5),
  (300, 2.4),
  (319, 1.2),
  (320, 4.6)
).toDF("seconds", "value")

val window = Window.orderBy($"seconds").rangeBetween(-20L, 0L) // add partitioning here

  .withColumn("num_row_in_window", sum(lit(1)).over(window))
  .withColumn("sum_values_in_window", sum($"value").over(window))

|    225|  1.5|                1|                 1.5|
|    245|  0.5|                2|                 2.0|
|    300|  2.4|                1|                 2.4|
|    319|  1.2|                2|                 3.6| 
|    320|  4.6|                3|                 8.2|

Rolling window over irregular time series

Tag : r , By : Vick Aita
Date : March 29 2020, 07:55 AM

optimized rolling functions on irregular time series with time-based window

Tag : r , By : TomL
Date : March 29 2020, 07:55 AM

R: Compute a rolling sum on irregular time series grouped by id variables with time-based window

Tag : r , By : ThF
Date : March 29 2020, 07:55 AM
Related Posts Related QUESTIONS :
  • Making variables immutable in R
  • R: Difference between the subsequent ranks of a item group by date
  • Match data within multiple time-frames with dplyr
  • Conditional manipulation and extension of rows in data.table also considering previous extensions without for-loop
  • Conditional formula referring to preview row in DF not working
  • Set hoverinfo text in plotly scatterplot
  • Histogram of Sums from Categorical/Binary Data
  • Efficiently find set differences and generate random sample
  • Find closest points from data set B to point in data set A, using lat long in R
  • dplyr join on column A OR column B
  • Replace all string if row starts with (within a column)
  • Is there a possibility to combine position_stack and nudge_x in a stacked bar chart in ggplot2?
  • How can I extract bounding boxes in a row-wise manner using R?
  • How do I easily sum up values in different columns?
  • Reading numeric Date value from CSV file to data.frame in "R"
  • R programming: creating a stacked bar graph, with variable colors for each stacked bar
  • How to identify all columns that contain binary representation
  • Filter different groups by different factor levels
  • Saving .xlsx file to disc, form http post request
  • Add an "all" option under the filter that selects the number of rows displayed in a datatable
  • How to select second column of every xts in list
  • Generate a frequency dataframe out of an input dataframe
  • Why manual autocorrelation does not match acf() results?
  • Merge 3 dataframes which are different to each other
  • remove adjacent duplicates from string
  • How to change the position of stacked stacked bar chart in ggplot in R?
  • How to divide each of a range a variables by a second range of variables in R
  • Why do I need to assemble vector before scaling in Spark?
  • How to select individuals which appear in multiple groups?
  • How can I fill columns based on values in another column?
  • 32 bit R and 64 bit R: output differs
  • Remove a single backslash in paste0 output
  • ggplot2 different label for the first break
  • TSP in R, with given distances
  • How to find the given value from the range of values?
  • Solution on R group by issue _ multiple combination
  • Transform multiple columns with a function that uses different arguments per column
  • How can I parse a string with the format "1/16/2019 1:24:51" into a POSIXct or other date variable?
  • How to plot a box plot in R for outlier detection for a huge number of rows?
  • How to change column name according to another dataframe in R?
  • `sjPlot::tab_df()`--how to set the number of decimal places?
  • time average for specific time range in r
  • joining dataframes by closest time and another key in r
  • How to create nested for loop for a certain range
  • New category based on sequence of date ranges
  • how to extract formula from coxph model summary in R?
  • add row based on variable condition in R
  • Generating the sequence 111122222333334
  • Unable to use has_goog_key() in R
  • how to multiply each row with a scaler in corresponding column?
  • R is not recognizing levels of a factor as the same. Is there a way to do this?
  • Calculating mean of replicate experiment result values in a column based on multiple columns using R
  • Best method to extract the first instance of a string between specified keywords using data.table
  • ignore optional combination of alphanumeric characters in str_extract
  • Why tracemem shows two copies when modification occurs inside function body?
  • Can't use mppm on multitype point patterns
  • How to move selected matrix rows to top of matrix based on a selection vector of row names
  • Combining expressions with a common operator
  • Passing string through multiple filters for matching
  • Convert two columns in R to rows of unique occurrence
  • shadow
    Privacy Policy - Terms - Contact Us © scrbit.com