Add Moving average plot to time series plot in R

问题

I have a plot of time series in ggplot2 package and I have performed the Moving average and I would like to add the result of moving average to the plot of time series.

Sample of Data-set (p31):

ambtemp dt
-1.14 2007-09-29 00:01:57
-1.12 2007-09-29 00:03:57
-1.33 2007-09-29 00:05:57
-1.44 2007-09-29 00:07:57
-1.54 2007-09-29 00:09:57
-1.29 2007-09-29 00:11:57

Applied code for time series presentation:

  Require(ggplot2)
  library(scales)
  p29$dt=strptime(p31$dt, "%Y-%m-%d %H:%M:%S")
  ggplot(p29, aes(dt, ambtemp)) + geom_line() +
     scale_x_datetime(breaks = date_breaks("2 hour"),labels=date_format("%H:%M")) + xlab("Time 00.00 ~ 24:00 (2007-09-29)") + ylab("Tempreture")+
     opts(title = ("Node 29"))

Sample of time series presentation

Sample of Moving average plot

Sample of expected results

The challenge is that time series data ov=btained from data-set which includes timestamps and temperature but Moving average data include just the average column and not the timestamps and fitting these two can cause inconsistency.

回答1:

One solution is to use rollmean() function from library zoo to calculate moving average.

There is some confusion with data frame names in your question (p31 and p29), so I will use p 29.

p29$dt=strptime(p29$dt, "%Y-%m-%d %H:%M:%S")

library(zoo)
#Make zoo object of data
temp.zoo<-zoo(p29$ambtemp,p29$dt)

#Calculate moving average with window 3 and make first and last value as NA (to ensure identical length of vectors)
m.av<-rollmean(temp.zoo, 3,fill = list(NA, NULL, NA))

#Add calculated moving averages to existing data frame
p29$amb.av=coredata(m.av)

#Add additional line for moving average in red
ggplot(p29, aes(dt, ambtemp)) + geom_line() + 
  geom_line(aes(dt,amb.av),color="red") + 
  scale_x_datetime(breaks = date_breaks("5 min"),labels=date_format("%H:%M")) +
  xlab("Time 00.00 ~ 24:00 (2007-09-29)") + ylab("Tempreture")+
  ggtitle("Node 29")

If line colors should appear in legend, then aes() in ggplot() and geom_line() has to be modified and scale_colour_manual() should be added.

  ggplot(p29, aes(dt)) + geom_line(aes(y=ambtemp,colour="real")) +
   geom_line(aes(y=amb.av,colour="moving"))+
   scale_x_datetime(breaks = date_breaks("5 min"),labels=date_format("%H:%M")) + 
   xlab("Time 00.00 ~ 24:00 (2007-09-29)") + ylab("Tempreture")+
   scale_colour_manual("Lines", values=c("real"="black", "moving"="red")) +    
   ggtitle("Node 29")

来源：https://stackoverflow.com/questions/13840761/add-moving-average-plot-to-time-series-plot-in-r

标签

ggplot2

add

time-series

moving-average