[R] How to format data for time-series analysis

B. Bogart bbogart at sfu.ca
Tue Oct 23 00:15:24 CEST 2007


Hello all,

I'm using R to visualize and explore the data produced by a software 
system. The software generates logs for many types of events. The 
software runs for days on end, and can possibly generate multiple events 
per second.

What is the appropriate time format for year, month, day, hour, minute, 
second, millisecond? that R can properly interpret (using zoo? or ITS?) 
I'll have to change the software to generate the time tags in the 
appropriate format. Hopefully the format will not have any spaces so I 
can use "cut" to separate fields.

Is it best practice to put each different type of event in a different 
field? What is the best data structure to hold this? I've only used 
"tseries" data without time-tags thus far, and am new to R and don't 
totally understand the type of data structures possible in R (if anyone 
can suggest a good tutorial for that please let me know).

Thanks all,
B. Bogart
Simon Fraser Unversity



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