R:计算由id变量和基于时间的窗口分组的不规则时间序列的滚动总和

Question

我喜欢R,但有些问题很难解决.

挑战在于在具有大于或等于6小时的基于时间的窗口的不规则时间序列中找到小于30的滚动总和的第一个实例.我有一个系列的样本

Row Person  DateTime    Value
1   A   2014-01-01 08:15:00 5
2   A   2014-01-01 09:15:00 5
3   A   2014-01-01 10:00:00 5
4   A   2014-01-01 11:15:00 5
5   A   2014-01-01 14:15:00 5
6   B   2014-01-01 08:15:00 25
7   B   2014-01-01 10:15:00 25
8   B   2014-01-01 19:15:00 2
9   C   2014-01-01 08:00:00 20
10  C   2014-01-01 09:00:00 5
11  C   2014-01-01 13:45:00 1
12  D   2014-01-01 07:00:00 1
13  D   2014-01-01 08:15:00 13
14  D   2014-01-01 14:15:00 15

For Person A, Rows 1 & 5 create a minimum 6 hour interval with a running sum of 25 (which is less than 30).
For Person B, Rows 7 & 8 create a 9 hour interval with a running sum of 27 (again less than 30).
For Person C, using Rows 9 & 10, there is no minimum 6 hour interval (it is only 5.75 hours) although the running sum is 26 and is less than 30.
For Person D, using Rows 12 & 14, the interval is 7.25 hours but the running sum is 30 and is not less than 30.

给定n个观察值,必须比较n*(n-1)/ 2个区间.例如,n = 2时,只需要1个间隔进行评估.对于n = 3,有3个间隔.等等.

我假设这是子集和问题的变体(http://en.wikipedia.org/wiki/Subset_sum_problem)

虽然可以对数据进行排序,但我怀疑这需要一个强力解决方案来测试每个间隔.

任何帮助,将不胜感激.

---

编辑:这是DateTime列格式为POSIXct的数据:

df <- structure(list(Person = structure(c(1L, 1L, 1L, 1L, 1L, 2L, 2L, 
2L, 3L, 3L, 3L, 4L, 4L, 4L), .Label = c("A", "B", "C", "D"), class = "factor"), 
DateTime = structure(c(1388560500, 1388564100, 1388566800, 
1388571300, 1388582100, 1388560500, 1388567700, 1388600100, 
1388559600, 1388563200, 1388580300, 1388556000, 1388560500, 
1388582100), class = c("POSIXct", "POSIXt"), tzone = ""), 
Value = c(5L, 5L, 5L, 5L, 5L, 25L, 25L, 2L, 20L, 5L, 1L, 
1L, 13L, 15L)), .Names = c("Person", "DateTime", "Value"), row.names = c("1", 
"2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13", 
"14"), class = "data.frame")

Answer 1

我发现这在 R 中也是一个难题。所以我给它做了一个包！

library("devtools")
install_github("boRingTrees","mgahan")
require(boRingTrees)

当然，您必须正确计算出上限的单位。

如果您有兴趣，这里还有一些更多文档。 https://github.com/mgahan/boRingTrees

对于@beginneR 提供的数据df，您可以使用以下代码来获取 6 小时滚动总和。

require(data.table)
setDT(df)
df[ , roll := rollingByCalcs(df,dates="DateTime",target="Value",
                    by="Person",stat=sum,lower=0,upper=6*60*60)]

    Person            DateTime Value roll
 1:      A 2014-01-01 01:15:00     5    5
 2:      A 2014-01-01 02:15:00     5   10
 3:      A 2014-01-01 03:00:00     5   15
 4:      A 2014-01-01 04:15:00     5   20
 5:      A 2014-01-01 07:15:00     5   25
 6:      B 2014-01-01 01:15:00    25   25
 7:      B 2014-01-01 03:15:00    25   50
 8:      B 2014-01-01 12:15:00     2    2
 9:      C 2014-01-01 01:00:00    20   20
10:      C 2014-01-01 02:00:00     5   25
11:      C 2014-01-01 06:45:00     1   26
12:      D 2014-01-01 00:00:00     1    1
13:      D 2014-01-01 01:15:00    13   14
14:      D 2014-01-01 07:15:00    15   28

原来的帖子对我来说很不清楚，所以这可能不正是他想要的。如果提供具有所需输出的专栏，我想我可以提供更多帮助。