timesift: Learn Predictive Representations of Time-Varying Data
Fits and compares representations of time-varying data against a
prediction target. Given a table of targets and a table of time-stamped
series belonging to them, it builds each candidate representation, from the
record unreduced through a calendar grain such as a week or a month to a
lookback anchored on each target, fits the requested learners on
each, scores every candidate on one set of held-out folds, and stacks the
out-of-fold predictions into an ensemble. Calendar-aware binning keeps a bin
a real week or month rather than a fixed block of hours. Learners, response
heads and metrics are registered rather than hard-coded, so adding one is a
registration and not a fork of the fitting code. The penalised baseline is
an elastic net fitted by cyclic coordinate descent along a warm-started
path, following Friedman, Hastie and Tibshirani (2010)
<doi:10.18637/jss.v033.i01>. The shipped default is presence-absence with a
joint multi-label head, the setting used for species distribution modelling
from microclimate loggers, scored by the area under the receiver operating
characteristic (ROC) curve with the
true skill statistic of Allouche, Tsoar and Kadmon (2006)
<doi:10.1111/j.1365-2664.2006.01214.x> beside it.
| Version: |
0.6.1 |
| Depends: |
R (≥ 4.1) |
| Imports: |
grDevices, graphics, rlang, stats, tidyselect (≥ 1.2.0), tools, utils |
| LinkingTo: |
cpp11 |
| Suggests: |
testthat (≥ 3.0.0), torch, glmnet, lme4, lmerTest, emmeans, knitr, rmarkdown, spelling, terra, withr |
| Published: |
2026-11-07 |
| DOI: |
10.32614/CRAN.package.timesift |
| Author: |
Gilles Colling 
[aut, cre, cph] |
| Maintainer: |
Gilles Colling <gilles.colling051 at gmail.com> |
| BugReports: |
https://github.com/gcol33/timesift/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://gillescolling.com/timesift/,
https://github.com/gcol33/timesift |
| NeedsCompilation: |
yes |
| Language: |
en-GB |
| Citation: |
timesift citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
timesift results |
Documentation:
Downloads:
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