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healthyR.ts

Lifecycle: experimental PRs Welcome

The goal of healthyR.ts is to provide a consistent verb framework for performing time series analysis and forecasting on both administrative and clinical hospital data.

Installation

You can install the released version of healthyR.ts from CRAN with:

install.packages("healthyR.ts")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("spsanderson/healthyR.ts")

Example

This is a basic example which shows you how to generate random walk data.

library(healthyR.ts)
library(ggplot2)

df <- ts_random_walk()

head(df)
#> # A tibble: 6 × 4
#>     run     x        y cum_y
#>   <dbl> <dbl>    <dbl> <dbl>
#> 1     1     1  0.0541  1054.
#> 2     1     2 -0.143    904.
#> 3     1     3 -0.0285   878.
#> 4     1     4  0.245   1093.
#> 5     1     5  0.0658  1165.
#> 6     1     6  0.00266 1168.

Now that the data has been generated, lets take a look at it.

df %>%
   ggplot(
       mapping = aes(
           x = x
           , y = cum_y
           , color = factor(run)
           , group = factor(run)
        )
    ) +
    geom_line(alpha = 0.8) +
    ts_random_walk_ggplot_layers(df)

That is still pretty noisy, so lets see this in a different way. Lets clear this up a bit to make it easier to see the full range of the possible volatility of the random walks.

library(dplyr)
library(ggplot2)

df %>%
    group_by(x) %>%
    summarise(
        min_y = min(cum_y),
        max_y = max(cum_y)
    ) %>%
    ggplot(
        aes(x = x)
    ) +
    geom_line(aes(y = max_y), color = "steelblue") +
    geom_line(aes(y = min_y), color = "firebrick") +
    geom_ribbon(aes(ymin = min_y, ymax = max_y), alpha = 0.2) +
    ts_random_walk_ggplot_layers(df)

This package comes with a wide variety of functions from Data Generators to Statistics functions. The function ts_random_walk() in the above example is a Data Generator.

Let’s take a look at a plotting function.

data_tbl <- data.frame(
  date_col = seq.Date(
    from = as.Date("2020-01-01"),
    to   = as.Date("2022-06-01"),
    length.out = 365*2 + 180
    ),
  value = rnorm(365*2+180, mean = 100)
)

ts_calendar_heatmap_plot(
  .data          = data_tbl
  , .date_col    = date_col
  , .value_col   = value
  , .interactive = FALSE
)

Time Series Clustering via Features:

data_tbl <- ts_to_tbl(AirPassengers) %>%
  mutate(group_id = rep(1:12, 12))

output <- ts_feature_cluster(
  .data = data_tbl,
  .date_col = date_col,
  .value_col = value,
  group_id,
  .features = c("acf_features","entropy"),
  .scale = TRUE,
  .prefix = "ts_",
  .centers = 3
)

ts_feature_cluster_plot(
  .data = output,
  .date_col = date_col,
  .value_col = value,
  .center = 2,
  group_id
)

Time to/from Event Analysis

library(dplyr)
df <- ts_to_tbl(AirPassengers) %>% select(-index)

ts_time_event_analysis_tbl(
  .data = df,
  .horizon = 6,
  .date_col = date_col,
  .value_col = value,
  .direction = "both"
) %>%
  ts_event_analysis_plot()



ts_time_event_analysis_tbl(
  .data = df,
  .horizon = 6,
  .date_col = date_col,
  .value_col = value,
  .direction = "both"
) %>%
  ts_event_analysis_plot(.plot_type = "individual")

ARIMA Simulators

output <- ts_arima_simulator()
output$plots$static_plot

Automatic Workflows which can be thought of as Boiler Plate Time Series modeling. This is in it’s infancy in this package.

Auto Workflows Boilerplate Workflow
ts_auto_arima() Boilerplate Workflow
ts_auto_arima_xgboost() Boilerplate Workflow
ts_auto_croston() Boilerplate Workflow
ts_auto_exp_smoothing() Boilerplate Workflow
ts_auto_glmnet() Boilerplate Workflow
ts_auto_lm() Boilerplate Workflow
ts_auto_mars() Boilerplate Workflow
ts_auto_nnetar() Boilerplate Workflow
ts_auto_prophet_boost() Boilerplate Workflow
ts_auto_prophet_reg() Boilerplate Workflow
ts_auto_smooth_es() Boilerplate Workflow
ts_auto_svm_poly() Boilerplate Workflow
ts_auto_svm_rbf() Boilerplate Workflow
ts_auto_theta() Boilerplate Workflow
ts_auto_xgboost() Boilerplate Workflow

This is just a start of what is in this package!

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.