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 scored by the true skill statistic of Allouche, Tsoar and Kadmon (2006) <doi:10.1111/j.1365-2664.2006.01214.x>, the setting used for species distribution modelling from microclimate loggers.
| Version: | 0.3.1 |
| Depends: | R (≥ 4.1) |
| Imports: | grDevices, graphics, rlang, stats, tidyselect (≥ 1.2.0), tools, utils |
| LinkingTo: | cpp11 |
| Suggests: | testthat (≥ 3.0.0), torch, glmnet, ranger, lme4, lmerTest, emmeans, knitr, rmarkdown, spelling, withr |
| Published: | 2026-10-02 |
| DOI: | 10.32614/CRAN.package.timesift (may not be active yet) |
| 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:
| Reference manual: | timesift.html , timesift.pdf |
| Vignettes: |
Reproducing the Schrankogel grid (source, R code) Choosing how a record is read (source, R code) |
Downloads:
| Package source: | timesift_0.3.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: timesift_0.3.1.zip |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): timesift_0.3.1.tgz, r-oldrel (x86_64): timesift_0.3.1.tgz |
Linking:
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