Skip to main content

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

Project description

Timeseriesflattener

github actions docs github actions pytest python versions Code style: black

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 datetime as dt

import numpy as np
import polars as pl

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

# Specify how to aggregate the predictors and define the outcome
from timeseriesflattener import (
    MaxAggregator,
    MinAggregator,
    OutcomeSpec,
    PredictionTimeFrame,
    PredictorSpec,
    ValueFrame,
)

predictor_spec = PredictorSpec(
    value_frame=ValueFrame(
        init_df=predictor_df.lazy(), entity_id_col_name="id", value_timestamp_col_name="date"
    ),
    lookbehind_distances=[dt.timedelta(days=1)],
    aggregators=[MaxAggregator(), MinAggregator()],
    fallback=np.nan,
    column_prefix="pred",
)

outcome_spec = OutcomeSpec(
    value_frame=ValueFrame(
        init_df=outcome_df.lazy(), entity_id_col_name="id", value_timestamp_col_name="date"
    ),
    lookahead_distances=[dt.timedelta(days=1)],
    aggregators=[MaxAggregator(), MinAggregator()],
    fallback=np.nan,
    column_prefix="outc",
)

# Instantiate TimeseriesFlattener and add the specifications
from timeseriesflattener import Flattener

result = Flattener(
    predictiontime_frame=PredictionTimeFrame(
        init_df=prediction_times_df.lazy(), entity_id_col_name="id", timestamp_col_name="date"
    )
).aggregate_timeseries(specs=[predictor_spec, outcome_spec])
result.collect()

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

Project details


Release history Release notifications | RSS feed

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

timeseriesflattener-2.2.5.tar.gz (9.5 MB view details)

Uploaded Source

Built Distribution

timeseriesflattener-2.2.5-py3-none-any.whl (8.6 MB view details)

Uploaded Python 3

File details

Details for the file timeseriesflattener-2.2.5.tar.gz.

File metadata

  • Download URL: timeseriesflattener-2.2.5.tar.gz
  • Upload date:
  • Size: 9.5 MB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/3.8.0 pkginfo/1.10.0 readme-renderer/43.0 requests/2.32.2 requests-toolbelt/1.0.0 urllib3/2.2.1 tqdm/4.66.4 importlib-metadata/7.1.0 keyring/25.2.1 rfc3986/2.0.0 colorama/0.4.6 CPython/3.10.14

File hashes

Hashes for timeseriesflattener-2.2.5.tar.gz
Algorithm Hash digest
SHA256 42ddb8bbcfae656cfcc152cb165e227ac25e969ae6587f6ba10cf2f0f199ca57
MD5 17919117d22c54b52eed18ad371e224b
BLAKE2b-256 9cb5a8d71aa1da3a575d22cfb808199438afe08338718ce25ffd0e2b14d84cf0

See more details on using hashes here.

File details

Details for the file timeseriesflattener-2.2.5-py3-none-any.whl.

File metadata

  • Download URL: timeseriesflattener-2.2.5-py3-none-any.whl
  • Upload date:
  • Size: 8.6 MB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/3.8.0 pkginfo/1.10.0 readme-renderer/43.0 requests/2.32.2 requests-toolbelt/1.0.0 urllib3/2.2.1 tqdm/4.66.4 importlib-metadata/7.1.0 keyring/25.2.1 rfc3986/2.0.0 colorama/0.4.6 CPython/3.10.14

File hashes

Hashes for timeseriesflattener-2.2.5-py3-none-any.whl
Algorithm Hash digest
SHA256 f5141b77cade8a979f0c7be10b28c9d2cbeba7d1a3c41d7105712af84c9d5952
MD5 37cae8b4a9ecb808012c938acdf63ae2
BLAKE2b-256 131675745f3001244f7810a2a252e9fbe0ee4b810fa594eaf0ccb81160672cd1

See more details on using hashes here.

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page