zoo_simulate function

Simulate a Zoo Time Series

Generates simulated zoo time series.

zoo_simulate(
  name = "A",
  cols = 5,
  rows = 100,
  time_range = c("2010-01-01", "2020-01-01"),
  data_range = c(0, 1),
  seasons = 0,
  na_fraction = 0,
  independent = FALSE,
  irregular = TRUE,
  seed = NULL
)

Arguments

• name: (optional, character string) Name of the zoo object, to be stored in the attribute "name". Default: "A"
• cols: (optional, integer) Number of time series. Default: 5
• rows: (optional, integer) Length of the time series. Minimum is 10, but maximum is not limited. Very large numbers might crash the R session. Default: 100
• time_range: (optional character or numeric vector) Interval of the time series. Either a character vector with dates in format YYYY-MM-DD or or a numeric vector. If there is a mismatch between time_range and rows (for example, the number of days in time_range is smaller than rows), the upper value in time_range is adapted to rows. Default: c("2010-01-01", "2020-01-01")
• data_range: (optional, numeric vector of length 2) Extremes of the simulated time series values. The simulated time series are independently adjusted to random values within the provided range. Default: c(0, 1)
• seasons: (optional, integer) Number of seasons in the resulting time series. The maximum number of seasons is computed as floor(rows/3). Default: 0
• na_fraction: (optional, numeric) Value between 0 and 0.5 indicating the approximate fraction of NA data in the simulated time series. Default: 0.
• independent: (optional, logical) If TRUE, each new column in a simulated time series is averaged with the previous column. Irrelevant when cols <= 2, and hard to perceive in the output when seasons > 0. Default: FALSE
• irregular: (optional, logical) If TRUE, the time series is created with 20 percent more rows, and a random 20 percent of rows are removed at random. Default: TRUE
• seed: (optional, integer) Random seed used to simulate the zoo object. Default: NULL

Returns

zoo object

Examples

#generates a different time series on each execution when 'seed = NULL'
x <- zoo_simulate()

#returns a zoo object
class(x)

#time series names are uppercase letters
#this attribute is not defined in the zoo class and might be lost during data transformations
attributes(x)$name

#column names are lowercase letters
names(x)

#plotting methods
if(interactive()){

  #plot time series with default zoo method
  plot(x)

  #plot time series with distantia
  zoo_plot(
    x = x,
    xlab = "Date",
    ylab = "Value",
    title = "My time series"
  )

}

See Also

Other simulate_time_series: tsl_simulate()