timeseriesdb (version 0.2.1)

resolveOverlap: Concatenate Time Series and Resolve Overlap Automatically

Description

Append 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.

Usage

resolveOverlap(ts1, ts2, keep_ts2 = T)

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.

Examples

# NOT RUN {
ts1 <- ts(rnorm(100),start = c(1990,1),frequency = 4)
ts2 <- ts(1:18,start = c(2000,1),frequency = 4)
resolveOverlap(ts1,ts2)

# 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)
resolveOverlap(ts1,ts2)

# 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)
resolveOverlap(ts1,ts2)
ts1 <- ts(rnorm(101),start = c(1990,1),frequency = 4)
ts2 <- ts(1:61,start = c(2000,1),frequency = 4)
resolveOverlap(ts1,ts2)
#' clearly dominatn ts2 series
ts1 <- ts(rnorm(50),start = c(1990,1),frequency = 4)
ts2 <- ts(1:100,start = c(1990,1),frequency = 4)
resolveOverlap(ts1,ts2)
# }