A new tidy data structure to support exploration and modeling of temporal data

Abstract

Mining temporal data for information is often inhibited by a multitude of formats: regular or irregular time intervals, point events that need aggregating, multiple observational units or repeated measurements on multiple individuals, and heterogeneous data types. This work presents a cohesive and conceptual framework for organizing and manipulating temporal data, which in turn flows into visualization, modeling and forecasting routines. Tidy data principles are extended to temporal data by: (1) mapping the semantics of a dataset into its physical layout; (2) including an explicitly declared ‘index’ variable representing time; (3) incorporating a ‘key’ comprising single or multiple variables to uniquely identify units over time. This tidy data representation most naturally supports thinking of operations on the data as building blocks, forming part of a ‘data pipeline’ in time-based contexts. A sound data pipeline facilitates a fluent workflow for analyzing temporal data. The infrastructure of tidy temporal data has been implemented in the R package, called tsibble.

Publication
Journal of Computational and Graphical Statistics
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Earo Wang
Lecturer in Data Science