Long Data Format

From Open Risk Manual


Long Data Format is a tabular representation of time series Risk Data that records the states (measurements) of multiple entities. Its defining characteristic is that each table row contains data pertaining to one entity at one point in time.

An alternative representation of the same data is the Wide Data Format.[1]

Relational Database Context

In the context of relational models of databases the combination of the Entity ID and the Event Time is the minimal set of attributes that forms a Primary Key for the relation

See Also


  1. Tidy Data, H.Wickham, Journal of Statistical Software

Open Source Implementations

Working with long data formats in possible in many open source python and R packages. For transition phenomena: