Concatenate Time Series and Resolve Overlap Automatically
Source:R/resolve_ts_overlap.R
resolve_ts_overlap.RdAppend time series to each other. Resolve overlap determines which of two ts class time series is reaching further and arranges the two series into first and second series accordingly. Both time series are concatenated to one if both series had the same frequency. Typically this function is used concatenate two series that have a certain overlap, but one series clearly starts earlier while the other lasts longer. If one series starts earlier and stops later, all elements of the shorter series will be inserted into the larger series, i.e. elements of the smaller series will replace the elements of the longer series. Usually ts2 is kept.
Arguments
- ts1
ts time series, typically the older series
- ts2
ts time series, typically the younger series
- keep_ts2
logical should ts2 be kept? Defaults to TRUE.
- tolerance
numeric when comparing min and max values with a index vector of a time series R runs in to trouble with precision handling, thus a tolerance needs to be set. Typically this does not need to be adjusted. E.g. 2010 != 2010.000. With the help of the tolerance parameter these two are equal.
Examples
ts1 <- ts(rnorm(100), start = c(1990, 1), frequency = 4)
ts2 <- ts(1:18, start = c(2000, 1), frequency = 4)
resolve_ts_overlap(ts1, ts2)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1990 1.07499582 -0.56290995 0.47332312 -1.13058978
#> 1991 -0.13733236 0.08488305 0.25708364 0.86766986
#> 1992 -0.38971857 -0.29849332 -1.39490259 -1.86814621
#> 1993 2.10751916 -1.53210279 0.73222547 -0.19092268
#> 1994 1.25827781 -0.84690600 2.54992321 -0.26758671
#> 1995 0.06122782 -1.20684023 0.39584202 -0.01311066
#> 1996 -0.48042500 -0.72661184 0.21488446 3.15126199
#> 1997 0.22096008 0.48148591 -0.23079310 -0.37785992
#> 1998 -0.31281147 -1.55296866 1.37852550 -0.72345741
#> 1999 0.87811608 -0.86148197 -0.09795389 -0.33224813
#> 2000 1.00000000 2.00000000 3.00000000 4.00000000
#> 2001 5.00000000 6.00000000 7.00000000 8.00000000
#> 2002 9.00000000 10.00000000 11.00000000 12.00000000
#> 2003 13.00000000 14.00000000 15.00000000 16.00000000
#> 2004 17.00000000 18.00000000 2.21641754 0.12863304
#> 2005 0.35711592 1.52103064 -0.73402025 -0.99077254
#> 2006 0.31407530 1.12806931 0.90894625 1.51542445
#> 2007 -2.24889172 -0.52226441 1.20416093 -1.02365916
#> 2008 2.06949160 -0.04434057 -0.63362897 -0.33998993
#> 2009 0.15964475 0.96339472 -0.46080936 1.38096741
#> 2010 -0.19914854 -1.61168433 1.39064189 -2.28407090
#> 2011 1.64638428 1.07493732 -0.35441575 2.18454362
#> 2012 0.04432351 -0.63436366 0.64567639 0.60339269
#> 2013 0.30021773 0.42698292 0.01617907 0.63636970
#> 2014 -0.67644185 0.53087576 -0.84549742 -0.68165114
# automatical detection of correction sequence!
ts1 <- ts(rnorm(90), start = c(1990, 1), frequency = 4)
ts2 <- ts(1:60, start = c(2000, 1), frequency = 4)
resolve_ts_overlap(ts1, ts2)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1990 0.23715806 -0.36271823 -0.13964926 0.76096814
#> 1991 -0.37169021 -1.91417388 1.39588121 0.06797950
#> 1992 1.31606491 -2.59226016 0.69476329 -1.04401681
#> 1993 -0.13623151 -1.13112968 0.73484829 0.66166584
#> 1994 -1.09846253 0.50327294 -0.35065686 -0.30109697
#> 1995 -0.26623575 -1.29049713 0.03958001 -0.48245272
#> 1996 -0.66890939 1.13854216 0.19503770 0.39482715
#> 1997 0.19961277 -2.11065490 1.47803534 -1.27944778
#> 1998 0.18099566 0.86626534 0.61436684 1.10108159
#> 1999 -0.37106953 1.17084593 0.28372441 -0.12422234
#> 2000 1.00000000 2.00000000 3.00000000 4.00000000
#> 2001 5.00000000 6.00000000 7.00000000 8.00000000
#> 2002 9.00000000 10.00000000 11.00000000 12.00000000
#> 2003 13.00000000 14.00000000 15.00000000 16.00000000
#> 2004 17.00000000 18.00000000 19.00000000 20.00000000
#> 2005 21.00000000 22.00000000 23.00000000 24.00000000
#> 2006 25.00000000 26.00000000 27.00000000 28.00000000
#> 2007 29.00000000 30.00000000 31.00000000 32.00000000
#> 2008 33.00000000 34.00000000 35.00000000 36.00000000
#> 2009 37.00000000 38.00000000 39.00000000 40.00000000
#> 2010 41.00000000 42.00000000 43.00000000 44.00000000
#> 2011 45.00000000 46.00000000 47.00000000 48.00000000
#> 2012 49.00000000 50.00000000 51.00000000 52.00000000
#> 2013 53.00000000 54.00000000 55.00000000 56.00000000
#> 2014 57.00000000 58.00000000 59.00000000 60.00000000
# both series are of the same length use sequence of arguments.
ts1 <- ts(rnorm(100), start = c(1990, 1), frequency = 4)
ts2 <- ts(1:48, start = c(2003, 1), frequency = 4)
resolve_ts_overlap(ts1, ts2)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1990 0.448161982 1.080627129 0.710088195 1.052108208
#> 1991 0.969099141 -0.612065164 -0.388277237 -0.220564717
#> 1992 1.081428848 -0.247436991 -1.170782447 0.905195112
#> 1993 0.302591414 -0.572939736 -0.098992242 -2.307641112
#> 1994 0.838894994 1.327500612 -0.412948518 0.538962656
#> 1995 1.137273292 -0.006175048 -0.413406675 -1.244555744
#> 1996 -0.189813461 -0.232158812 -0.851538410 0.014622186
#> 1997 0.185678373 1.641547999 0.031051717 0.666718862
#> 1998 2.199621717 2.025922335 -2.058201368 1.429970731
#> 1999 0.344010785 0.358509203 0.038469268 -0.619369399
#> 2000 0.568921164 -1.140901758 -0.080893461 -0.676020061
#> 2001 1.079421091 -0.275567441 -1.337584230 1.440831422
#> 2002 -0.428264028 -0.917613468 1.883843707 0.307011283
#> 2003 1.000000000 2.000000000 3.000000000 4.000000000
#> 2004 5.000000000 6.000000000 7.000000000 8.000000000
#> 2005 9.000000000 10.000000000 11.000000000 12.000000000
#> 2006 13.000000000 14.000000000 15.000000000 16.000000000
#> 2007 17.000000000 18.000000000 19.000000000 20.000000000
#> 2008 21.000000000 22.000000000 23.000000000 24.000000000
#> 2009 25.000000000 26.000000000 27.000000000 28.000000000
#> 2010 29.000000000 30.000000000 31.000000000 32.000000000
#> 2011 33.000000000 34.000000000 35.000000000 36.000000000
#> 2012 37.000000000 38.000000000 39.000000000 40.000000000
#> 2013 41.000000000 42.000000000 43.000000000 44.000000000
#> 2014 45.000000000 46.000000000 47.000000000 48.000000000
ts1 <- ts(rnorm(101), start = c(1990, 1), frequency = 4)
ts2 <- ts(1:61, start = c(2000, 1), frequency = 4)
resolve_ts_overlap(ts1, ts2)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1990 -0.18129372 -1.32719748 -0.54565438 0.93310559
#> 1991 3.17553109 -0.06793149 0.09544166 0.26998457
#> 1992 0.99632482 0.74559793 0.59883125 -1.12278819
#> 1993 -0.44346396 0.96042299 0.82366842 0.10853195
#> 1994 -1.02132913 1.05567610 1.13204407 2.26413266
#> 1995 -1.66185419 -1.37590559 0.69176861 1.50343817
#> 1996 0.74105731 1.49445860 -0.06440401 -0.77839368
#> 1997 0.24260579 -0.51037225 0.76219346 1.73675137
#> 1998 0.50278433 -0.11788021 -0.24069547 0.82245862
#> 1999 -2.09134021 -0.46645726 -0.18637962 -0.11101719
#> 2000 1.00000000 2.00000000 3.00000000 4.00000000
#> 2001 5.00000000 6.00000000 7.00000000 8.00000000
#> 2002 9.00000000 10.00000000 11.00000000 12.00000000
#> 2003 13.00000000 14.00000000 15.00000000 16.00000000
#> 2004 17.00000000 18.00000000 19.00000000 20.00000000
#> 2005 21.00000000 22.00000000 23.00000000 24.00000000
#> 2006 25.00000000 26.00000000 27.00000000 28.00000000
#> 2007 29.00000000 30.00000000 31.00000000 32.00000000
#> 2008 33.00000000 34.00000000 35.00000000 36.00000000
#> 2009 37.00000000 38.00000000 39.00000000 40.00000000
#> 2010 41.00000000 42.00000000 43.00000000 44.00000000
#> 2011 45.00000000 46.00000000 47.00000000 48.00000000
#> 2012 49.00000000 50.00000000 51.00000000 52.00000000
#> 2013 53.00000000 54.00000000 55.00000000 56.00000000
#> 2014 57.00000000 58.00000000 59.00000000 60.00000000
#> 2015 61.00000000
#' clearly dominatn ts2 series
ts1 <- ts(rnorm(50), start = c(1990, 1), frequency = 4)
ts2 <- ts(1:100, start = c(1990, 1), frequency = 4)
resolve_ts_overlap(ts1, ts2)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1990 1 2 3 4
#> 1991 5 6 7 8
#> 1992 9 10 11 12
#> 1993 13 14 15 16
#> 1994 17 18 19 20
#> 1995 21 22 23 24
#> 1996 25 26 27 28
#> 1997 29 30 31 32
#> 1998 33 34 35 36
#> 1999 37 38 39 40
#> 2000 41 42 43 44
#> 2001 45 46 47 48
#> 2002 49 50 51 52
#> 2003 53 54 55 56
#> 2004 57 58 59 60
#> 2005 61 62 63 64
#> 2006 65 66 67 68
#> 2007 69 70 71 72
#> 2008 73 74 75 76
#> 2009 77 78 79 80
#> 2010 81 82 83 84
#> 2011 85 86 87 88
#> 2012 89 90 91 92
#> 2013 93 94 95 96
#> 2014 97 98 99 100