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Manipulating Time Series Data in R

Intermédiaire
Actualisé 02/2025
Master time series data manipulation in R, including importing, summarizing and subsetting, with zoo, lubridate and xts.
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RData Manipulation4 heures15 vidéos49 exercices4,100 XP3,718Certificat de réussite.

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Description du cours

Learn All About Time Series Data

Working with data that changes over time is an essential skill in data science. This kind of data is known as a time series. You'll learn the foundations of what a time series represents, how to retrieve summary statistics about the data in a time series, and how to interpret a time series visually.

Master Manipulation of Time Series with zoo, lubridate and xts

You’ll master using the zoo and lubridate packages to import, explore, and visualize time series data in R. You’ll learn to retrieve key attributes of time series information, such as the period of that data and how often the data was sampled, gaining fluency in converting between data frames and time series along the way. Further, by aggregating your data, you’ll learn to see the overall trends in the data using the xts package.

Perfect Your Subsetting Skills

You’ll cover how to subset a window from a time series to focus on a particular period of interest. You’ll sample time series data at various rates, such as every minute, hour, month, or year. You'll also learn methods of 'imputing' your data – filling in missing values with constant fill, LOCF, or linear interpolation methods. You’ll also learn to create “rolling” windows of a time series that move, or "roll" along with data, making it possible to summarize trends in the data across time. You will also learn how to create expanding windows, which show how these summary statistics approach their final value.

Conditions préalables

Working with Dates and Times in R
1

What Is Time Series Data?

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2

Manipulating Time Series with zoo

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3

Indexing Time Series Objects

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4

Rolling and Expanding Windows

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Manipulating Time Series Data in R
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