Introductory examples#

Introductory examples for time series in general.

Plotting a time series

Plotting a time series

Approximating time series#

Approximation algorithms try to capture the most important information from time series. They can be seen as simple feature extraction algorithms.

Discrete Fourier Transform

Discrete Fourier Transform

Multiple Coefficient Binning

Multiple Coefficient Binning

Piecewise Aggregate Approximation

Piecewise Aggregate Approximation

Symbolic Aggregate approXimation

Symbolic Aggregate approXimation

Bag-of-words transformation#

Bag-of-words algorithms transform a sequence of symbols into a bag of words.

Bag of Words

Bag of Words

Word Extractor

Word Extractor

Classification algorithms#

Classification algorithms can directly classify raw time series.

Bag-of-SFA Symbols in Vector Space (BOSSVS)

Bag-of-SFA Symbols in Vector Space (BOSSVS)

Learning Time-Series Shapelets

Learning Time-Series Shapelets

Symbolic Aggregate approXimation in Vector Space Model (SAX-VSM)

Symbolic Aggregate approXimation in Vector Space Model (SAX-VSM)

Time Series Bag-of-Features

Time Series Bag-of-Features

Time Series Forest

Time Series Forest

Clustering time series#

Depending on a suitable metric, it is possible to cluster time series.

Time Series Clustering with DTW and BOSS

Time Series Clustering with DTW and BOSS

Dataset utilities#

Examples on how to load and make time series datasets.

Loading the GunPoint dataset

Loading the GunPoint dataset

Making a Cylinder-Bell-Funnel dataset

Making a Cylinder-Bell-Funnel dataset

Decomposing time series#

Decomposition algorithms decompose time series into several components.

Singular Spectrum Analysis

Singular Spectrum Analysis

Trend-Seasonal decomposition with Singular Spectrum Analysis

Trend-Seasonal decomposition with Singular Spectrum Analysis

Imaging time series#

Imaging algorithms transform time series into images.

Data set of Gramian angular fields

Data set of Gramian angular fields

Data set of Markov transition fields

Data set of Markov transition fields

Data set of recurrence plots

Data set of recurrence plots

Single Gramian angular field

Single Gramian angular field

Single Markov transition field

Single Markov transition field

Single recurrence plot

Single recurrence plot

Metrics#

Specific metrics for time series have been developed. The examples below illustrate some of the implemented metrics.

Dynamic Time Warping

Dynamic Time Warping

Itakura parallelogram

Itakura parallelogram

Sakoe-Chiba band

Sakoe-Chiba band

Multivariate time series#

Specific algorithms for multivariate time series have been developed. The examples below illustrate some of the implemented ones.

Joint Recurrence Plot

Joint Recurrence Plot

WEASEL+MUSE

WEASEL+MUSE

Preprocessing tools#

Preprocessing data is a common task in machine learning. The examples below illustrate the preprocessing tools available in this module.

Imputer

Imputer

Scalers

Scalers

Transformers

Transformers

Transformation algorithms#

Transformation algorithms try to capture the most important information from time series using advanced transformation. They can be seen as complex feature extraction algorithms.

Bag of Patterns

Bag of Patterns

Bag-of-SFA Symbols (BOSS)

Bag-of-SFA Symbols (BOSS)

RandOm Convolutional KErnel Transform (ROCKET)

RandOm Convolutional KErnel Transform (ROCKET)

Shapelet Transform

Shapelet Transform

Word ExtrAction for time SEries cLassification (WEASEL)

Word ExtrAction for time SEries cLassification (WEASEL)

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