Feature time-stability functionality, PSI

[sgamezrdo]

Is your feature request related to a problem? Please describe.
I have sometimes used pandas profiling when having time-referenced data. One check that is usually run is about time stability. The main statistic that I use is PSI (link) and that gives a good idea about the stability of a given feature.

Describe the solution you'd like
I would like to a KPI like PSI to be estimated. That would probably require to add an extra column regarding the time dimension, and probably a date threshold (there must be two time different samples to be compared)

Describe alternatives you've considered
Some alternative statistical tests to check the difference between distributions could be also assessed.

[sgamezrdo]

If you think it is an interesting feature I could spend some time on it :)

[sbrugman]

Please do. Comparison of populations are high on the wishlist (see #198).

Just to give you some context. We are working on a collection of tools for data and model profiling under the Dylan project (https://github.com/dylan-profiler). This feature might be part of pandas-profiling or even a separate comparison tool.

[sgamezrdo]

I have just created a PR (#272) covering most of the functionalities discussed, although there seem to be some problems when trying to build. Any input/feedback is very much welcome.

[neomatrix369]

Please do. Comparison of populations are high on the wishlist (see #198).

Just to give you some context. We are working on a collection of tools for data and model profiling under the Dylan project (https://github.com/dylan-profiler). This feature might be part of pandas-profiling or even a separate comparison tool.

How will the Dylan project get integrated with pandas-profiling? I looked at the Dylan project and it appears to just be couple of projects and one of them being https://github.com/dylan-profiler/tangled-up-in-unicode.

[sbrugman]

@neomatrix369 I will make an announcement soon. I promise there is a coherence between these packages...

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Stale issue