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A package for converting time series data from e.g. electronic health records into wide format data.

Project description

Timeseriesflattener

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PyPI version status

Time series from e.g. electronic health records often have a large number of variables, are sampled at irregular intervals and tend to have a large number of missing values. Before this type of data can be used for prediction modelling with machine learning methods such as logistic regression or XGBoost, the data needs to be reshaped.

In essence, the time series need to be flattened so that each prediction time is represented by a set of predictor values and an outcome value. These predictor values can be constructed by aggregating the preceding values in the time series within a certain time window.

timeseriesflattener aims to simplify this process by providing an easy-to-use and fully-specified pipeline for flattening complex time series.

🔧 Installation

To get started using timeseriesflattener simply install it using pip by running the following line in your terminal:

pip install timeseriesflattener

⚡ Quick start

import numpy as np
import pandas as pd

if __name__ == "__main__":

    # Load a dataframe with times you wish to make a prediction
    prediction_times_df = pd.DataFrame(
        {
            "id": [1, 1, 2],
            "date": ["2020-01-01", "2020-02-01", "2020-02-01"],
        },
    )
    # Load a dataframe with raw values you wish to aggregate as predictors
    predictor_df = pd.DataFrame(
        {
            "id": [1, 1, 1, 2],
            "date": [
                "2020-01-15",
                "2019-12-10",
                "2019-12-15",
                "2020-01-02",
            ],
            "value": [1, 2, 3, 4],
        },
    )
    # Load a dataframe specifying when the outcome occurs
    outcome_df = pd.DataFrame({"id": [1], "date": ["2020-03-01"], "value": [1]})

    # Specify how to aggregate the predictors and define the outcome
    from timeseriesflattener.feature_specs.single_specs import OutcomeSpec, PredictorSpec
    from timeseriesflattener.aggregation_fns import maximum, mean

    predictor_spec = PredictorSpec(
        timeseries_df=predictor_df,
        lookbehind_days=30,
        fallback=np.nan,
        aggregation_fn=mean,
        feature_base_name="test_feature",
    )
    outcome_spec = OutcomeSpec(
        timeseries_df=outcome_df,
        lookahead_days=31,
        fallback=0,
        aggregation_fn=maximum,
        feature_base_name="test_outcome",
        incident=False,
    )

    # Instantiate TimeseriesFlattener and add the specifications
    from timeseriesflattener import TimeseriesFlattener

    ts_flattener = TimeseriesFlattener(
        prediction_times_df=prediction_times_df,
        entity_id_col_name="id",
        timestamp_col_name="date",
        n_workers=1,
        drop_pred_times_with_insufficient_look_distance=False,
    )
    ts_flattener.add_spec([predictor_spec, outcome_spec])
    df = ts_flattener.get_df()
    df

Output:

id date prediction_time_uuid pred_test_feature_within_30_days_mean_fallback_nan outc_test_outcome_within_31_days_maximum_fallback_0_dichotomous
0 1 2020-01-01 00:00:00 1-2020-01-01-00-00-00 2.5 0
1 1 2020-02-01 00:00:00 1-2020-02-01-00-00-00 1 1
2 2 2020-02-01 00:00:00 2-2020-02-01-00-00-00 4 0

📖 Documentation

Documentation
🎓 Tutorial Simple and advanced tutorials to get you started using timeseriesflattener
🎛 General docs The detailed reference for timeseriesflattener's API.
🙋 FAQ Frequently asked question
🗺️ Roadmap Kanban board for the roadmap for the project

💬 Where to ask questions

Type
🚨 Bug Reports GitHub Issue Tracker
🎁 Feature Requests & Ideas GitHub Issue Tracker
👩‍💻 Usage Questions GitHub Discussions
🗯 General Discussion GitHub Discussions

🎓 Projects

PSYCOP projects which use timeseriesflattener. Note that some of these projects have yet to be published and are thus private.

Project Publications
Type 2 Diabetes Prediction of type 2 diabetes among patients with visits to psychiatric hospital departments
Cancer Prediction of Cancer among patients with visits to psychiatric hospital departments
COPD Prediction of Chronic obstructive pulmonary disease (COPD) among patients with visits to psychiatric hospital departments
Forced admissions Prediction of forced admissions of patients to the psychiatric hospital departments. Encompasses two separate projects: 1. Prediciting at time of discharge for inpatient admissions. 2. Predicting day before outpatient admissions.
Coercion Prediction of coercion among patients admittied to the hospital psychiatric department. Encompasses predicting mechanical restraint, sedative medication and manual restraint 48 hours before coercion occurs.

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