r - Insert rows for missing dates/times

Question

I am new to R but have turned to it to solve a problem with a large data set I am trying to process. Currently I have a 4 columns of data (Y values) set against minute-interval timestamps (month/day/year hour:min) (X values) as below:

    timestamp          tr            tt         sr         st  
1   9/1/01 0:00   1.018269e+02   -312.8622   -1959.393   4959.828  
2   9/1/01 0:01   1.023567e+02   -313.0002   -1957.755   4958.935  
3   9/1/01 0:02   1.018857e+02   -313.9406   -1956.799   4959.938  
4   9/1/01 0:03   1.025463e+02   -310.9261   -1957.347   4961.095  
5   9/1/01 0:04   1.010228e+02   -311.5469   -1957.786   4959.078

The problem I have is that some timestamp values are missing - e.g. there may be a gap between 9/1/01 0:13 and 9/1/01 0:27 and such gaps are irregular through the data set. I need to put several of these series into the same database and because the missing values are different for each series, the dates do not currently align on each row.

I would like to generate rows for these missing timestamps and fill the Y columns with blank values (no data, not zero), so that I have a continuous time series.

I'm honestly not quite sure where to start (not really used R before so learning as I go along!) but any help would be much appreciated. I have thus far installed chron and zoo, since it seems they might be useful.

Thanks!

Answer 1

This is an old question, but I just wanted to post a dplyr way of handling this, as I came across this post while searching for an answer to a similar problem. I find it more intuitive and easier on the eyes than the zoo approach.

library(dplyr)

ts <- seq.POSIXt(as.POSIXct("2001-09-01 0:00",'%m/%d/%y %H:%M'), as.POSIXct("2001-09-01 0:07",'%m/%d/%y %H:%M'), by="min")

ts <- seq.POSIXt(as.POSIXlt("2001-09-01 0:00"), as.POSIXlt("2001-09-01 0:07"), by="min")
ts <- format.POSIXct(ts,'%m/%d/%y %H:%M')

df <- data.frame(timestamp=ts)

data_with_missing_times <- full_join(df,original_data)

   timestamp     tr tt sr st
1 09/01/01 00:00 15 15 78 42
2 09/01/01 00:01 20 64 98 87
3 09/01/01 00:02 31 84 23 35
4 09/01/01 00:03 21 63 54 20
5 09/01/01 00:04 15 23 36 15
6 09/01/01 00:05 NA NA NA NA
7 09/01/01 00:06 NA NA NA NA
8 09/01/01 00:07 NA NA NA NA

Also using dplyr, this makes it easier to do something like change all those missing values to something else, which came in handy for me when plotting in ggplot.

data_with_missing_times %>% group_by(timestamp) %>% mutate_each(funs(ifelse(is.na(.),0,.)))

   timestamp     tr tt sr st
1 09/01/01 00:00 15 15 78 42
2 09/01/01 00:01 20 64 98 87
3 09/01/01 00:02 31 84 23 35
4 09/01/01 00:03 21 63 54 20
5 09/01/01 00:04 15 23 36 15
6 09/01/01 00:05  0  0  0  0
7 09/01/01 00:06  0  0  0  0
8 09/01/01 00:07  0  0  0  0