tsCogs: a time-series cognostic/feature generation and modeling package
Joseph Clark & Trenton Pulsipher
2018-04-13
tsCogs.RmdThis package was built to take raw data and identify entities which are at risk of negatively changing their behavior. The steps and details involved include:
- create a time-series profile from raw transactional data,
- determine “truth” via k-means clustering on the shape (normalized) of the time-series profiles,
- flexibly limit both start and end of the time-series profile for modeling purposes,
- create generic feature set related to the time-series profiles,
- apply a machine learning algorithm to model/predict risk of behavior change,
- pass along details and attributes for each entity not used in each stage list above but useful in driver analysis and other post-prediction efforts.
Time-series Profile Creation
Note the various macros within the vignette section of the metadata block above. These are required in order to instruct R how to build the vignette. Note that you should change the title field and the \VignetteIndexEntry to match the title of your vignette.
Cut-Point Algorithm
The figure sizes have been customised so that you can easily put two images side-by-side.
plot(1:10)
plot(10:1)
figure caption
More Examples
You can write math expressions, e.g. \(Y = X\beta + \epsilon\), footnotes1, and tables, e.g. using knitr::kable().
| mpg | cyl | disp | hp | drat | wt | qsec | vs | am | gear | carb | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mazda RX4 | 21.0 | 6 | 160.0 | 110 | 3.90 | 2.620 | 16.46 | 0 | 1 | 4 | 4 |
| Mazda RX4 Wag | 21.0 | 6 | 160.0 | 110 | 3.90 | 2.875 | 17.02 | 0 | 1 | 4 | 4 |
| Datsun 710 | 22.8 | 4 | 108.0 | 93 | 3.85 | 2.320 | 18.61 | 1 | 1 | 4 | 1 |
| Hornet 4 Drive | 21.4 | 6 | 258.0 | 110 | 3.08 | 3.215 | 19.44 | 1 | 0 | 3 | 1 |
| Hornet Sportabout | 18.7 | 8 | 360.0 | 175 | 3.15 | 3.440 | 17.02 | 0 | 0 | 3 | 2 |
| Valiant | 18.1 | 6 | 225.0 | 105 | 2.76 | 3.460 | 20.22 | 1 | 0 | 3 | 1 |
| Duster 360 | 14.3 | 8 | 360.0 | 245 | 3.21 | 3.570 | 15.84 | 0 | 0 | 3 | 4 |
| Merc 240D | 24.4 | 4 | 146.7 | 62 | 3.69 | 3.190 | 20.00 | 1 | 0 | 4 | 2 |
| Merc 230 | 22.8 | 4 | 140.8 | 95 | 3.92 | 3.150 | 22.90 | 1 | 0 | 4 | 2 |
| Merc 280 | 19.2 | 6 | 167.6 | 123 | 3.92 | 3.440 | 18.30 | 1 | 0 | 4 | 4 |
Also a quote using >:
“He who gives up [code] safety for [code] speed deserves neither.” (via)
A footnote here.↩