Datasets¶
The transitionMatrix distribution includes a number of datasets to support testing / training objectives. Datasets come in two main types:
- State Transition Data (used in estimation). There are both dummy (synthetic) examples and some actual data. Transition data are usually in CSV format.
- Transition Matrices and Multi-period Sets of matrices (again both dummy and actual examples). Transition matrices are usually in JSON format.
State Transition Data¶
The scripts are located in examples/python. For testing purposes all examples can be run using the run_examples.py script located in the root directory. Some scripts have an example flag that selects alternative input data or estimators.
| File | Format | Events | Entities | States | Generator | Description |
|---|---|---|---|---|---|---|
| rating_data_raw.csv | Compact | 4000 | 1829 | 9 | Extract | A typical credit rating dataset |
| rating_data.csv | Compact | 3780 | 1642 | 9 | Data cleaning script | A typical credit rating dataset |
| scenario_data.csv | Compact | 550 | 50 | 5 | ||
| synthetic_data.csv | Compact | 100 | 10 | 2 | ||
| synthetic_data1.csv | Compact | 100 | 1 | 4 | Generator(=1) | DURATION TYPE DATASETS (Compact format) |
| synthetic_data2.csv | Compact | 10000 | 1000 | 2 | Generator(=2) | DURATION TYPE DATASETS (Compact format) |
| synthetic_data3.csv | Compact | 2000 | 100 | 7 | Generator(=3) | DURATION TYPE DATASETS (Compact format) |
| synthetic_data4.csv | Compact | 10000 | 1000 | 8 | Generator(=4) | Cohort type dataset (Generic Rating Matrix). Offers a semi-realistic example |
| synthetic_data5.csv | Compact | 50000 | 10000 | 3 | Generator(=5) | Large cohort type dataset useful for testing convergence |
| synthetic_data6.csv | Compact | 20000 | 1000 | 2 | Generator(=6) | COHORT TYPE DATASETS |
| synthetic_data7.csv | Canonical | 1295 | 1000 | 8 | Generator(=7) | Duration type datasets in Long Format |
| synthetic_data8.csv | Canonical | 10000 | 10000 | 2 | Generator(=8) | Duration type datasets in Long Format |
| synthetic_data9.csv | Canonical | 1338 | 1000 | 8 | Generator(=9) | Duration type datasets in Long Format |
| synthetic_data10.csv | Canonical | 12000 | 2000 | 9 | Generator(=10) | Credit Rating Migrations in Long Format / Compact Form |
| test.csv | Compact | 14 | 7 | 3 |
Transition Matrices¶
- generic_monthly
- generic_multiperiod
- JLT
- sp 2017