Need help with time series data

Dear R users,

Could you share your knowledge on following problem:

Suppose we have dataframe:

ID     TIME                         Data1         Data2        Data3
........... Data700
1.    2013-01-01 00:00:00       34                53             66
............    55
2.    2013-01-01 00:00:01       333               4               5
............     50
3.    2013-01-01 00:00:02       and so on
4.    2013-01-01 00:00:03       and so on
5.    2013-01-01 03:00:45       44                33               4
.............     66
6.    2013-01-01 03:00:46       46                35               7
.............     6

Notice that between ID 4 and ID 5 there is a gap, that instrument was
turned off. It started automatically in 2013-01-01 03:00:45 and continues
till the next turn off.
What I need R to do, is to find these gaps, and insert missing time values
with empty Data lines to have no gaps in time and empty (or NA) values in
data place:

ID     TIME                         Data1         Data2        Data3
........... Data700
1.    2013-01-01 00:00:00       34                53             66
............    55
2.    2013-01-01 00:00:01       333               4               5
............     50
3.    2013-01-01 00:00:02       and so on
4.    2013-01-01 00:00:03       and so on
5.    2013-01-01
00:00:04
<- time with empty (or NA) data values inserted
6.    2013-01-01
00:00:05
<- time with empty (or NA) data values inserted
7.    2013-01-01
00:00:06
<- time with empty (or NA) data values inserted
................
and so on, until the time when instrument works again:
     2013-01-01 03:00:45       44                33               4
.............     66
     2013-01-01 03:00:46       46                35               7
.............     6

You can use zoo time series with POSIXct time stamps (or chron or 
timeDate) and then extend to a regular grid. For example:

## regular time grid (by second)
t <- seq(as.POSIXct("2000-01-01 00:00"), by = "1 sec", length = 5)

## zoo series with only part of the time stamps (3rd stamp missing)
z <- zoo(1:4, t[-3])

## extend to full time grid by merging with an empty zoo series
z2 <- merge(zoo( , t), z)

This yields:

2000-01-01 00:00:00 2000-01-01 00:00:01 2000-01-01 00:00:02
                   1                   2                  NA
2000-01-01 00:00:03 2000-01-01 00:00:04
                   3                   4

You can also use different strategies for filling these NAs.

See help("merge.zoo", package = "zoo") for another example and the 
vignettes in vignette(package = "zoo") for more details.
All your suggestions will be appreciated!

Simonas Kecorius
**

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Need help with time series data

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