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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
In Journal of Computational and Graphical Statistics
Date

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