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Features on event tables (vp.features)

Per-entity features on an event table, called on a pandas DataFrame.

Each feature is checked to read no row later than the one it is computed for.

Part of the distribution vipyr; it runs from a checkout of the repository. Planned on PyPI as pip install vipyr.

Functions

vp.features.delinquency
Days past due, worst in 12 months, ever cured after 60+ (catalog/delinquency.viv).
vp.features.ewma
Gap-aware EWMA with resets (catalog/ewma.viv).
vp.features.sessions
Gap-based sessions per user (catalog/sessions.viv).
vp.features.since_last
Seconds since the last event of a kind, and of any kind (catalog/since_last.viv).
vp.features.streaks
Consecutive active days (catalog/streaks.viv).
vp.features.velocity
Trailing-window counts, sum and distinct count (catalog/velocity.viv).

Examples in the gallery