Temporal data arrives in many possible formats, with many different time contexts. For example, time can have various resolutions (hours, minutes, and seconds), and can be associated with different time zones with possible adjustments such as summer time. Time can be regular (such as quarterly economic data or daily weather data), or irregular (such as patient visits to a doctor’s office). Temporal data also often contains rich information: multiple observational units of different time lengths, multiple and heterogeneous measured variables, and multiple grouping factors. Temporal data may comprise the occurrence of events, such as flight departures, that need to be reduced to a regular structure.
Despite this variety and heterogeneity of temporal data, current software typically requires time series objects to be model-oriented matrices. Analysts are expected to do their own data preprocessing and take care of anything else needed to allow model fitting, which leads to a myriad of ad hoc solutions and duplicated efforts.
Wickham and Grolemund (2016) proposed the tidy data workflow, which provides a conceptual framework for processing data (as described in Figure 3.1). Currently, time series modeling and forecasting enters this framework at the modeling stage, while temporal data enters at the start. This paper integrates time series analysis into this tidy framework, providing a coherent way for getting temporal data into the matrix format for modeling.
The paper is structured as follows. Section 3.2 reviews temporal data structures corresponding to time series and longitudinal analysis, and discusses “tidy data” and the grammar of data manipulation. Section 3.3 proposes contextual semantics for temporal data, built on top of tidy data. The concept of data pipelines with respect to the time domain will be discussed in depth in Section 3.4, followed by a discussion of the design choices made in the software structure in Section 3.5. Two case studies are presented in Section 3.6 illustrating temporal data exploration using the newly implemented infrastructure. Section 3.7 discusses future work.