Richard Richard -3 years ago 75
R Question

Handling data on the days when we switch to daylight savings time and back in R

I would like to use R for time series analysis. I want to make a time-series model and use functions from the packages timeDate and forecast.

I have intraday data in the CET time zone (15 minutes data, 4 data points per hour). On March 31st daylight savings time is implemented and I am missing 4 data points of the 96 that I usually have. On October 28th I have 4 data points too many as time is switched back.

For my time series model I always need 96 data points, as otherwise the intraday seasonality gets messed up.

Do you have any experiences with this? Do you know an R function or a package that would be of help to automat such data handling - something elegant?
Thank you!

Answer Source

I had a similar problem with hydrological data from a sensor. My timestamps were in UTC+1 (CET) and did not switch to daylight saving time (UTC+2, CEST). As I didn't want my data to be one hour off (which would be the case if UTC were used) I took the %z conversion specification of strptime. In ?strptime you'll find:

%z Signed offset in hours and minutes from UTC, so -0800 is 8 hours behind UTC.

For example: In 2012, the switch from Standard Time to DST occured on 2012-03-25, so there is no 02:00 on this day. If you try to convert "2012-03-25 02:00:00" to a POSIXct-Object,

> as.POSIXct("2012-03-25 02:00:00", tz="Europe/Vienna")
[1] "2012-03-25 CET"

you don't get an error or a warning, you just get date without the time (this behavior is documented).

Using format = "%z" gives the desired result:

> as.POSIXct("2012-03-25 02:00:00 +0100", format="%F %T %z", tz="Europe/Vienna")
[1] "2012-03-25 03:00:00 CEST"

In order to facilitate this import, I wrote a small function with appropriate defaults values:

as.POSIXct.no.dst <- function (x, tz = "", format="%Y-%m-%d %H:%M", offset="+0100", ...)
{
  x <- paste(x, offset)
  format <- paste(format, "%z")
  as.POSIXct(x, tz, format=format, ...)
}

> as.POSIXct.no.dst(c("2012-03-25 00:00", "2012-03-25 01:00", "2012-03-25 02:00", "2012-03-25 03:00"))
[1] "2012-03-25 00:00:00 CET"  "2012-03-25 01:00:00 CET"  "2012-03-25 03:00:00 CEST"
[4] "2012-03-25 04:00:00 CEST"
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