note 2022-05-06 Timeseries

pyts

时间序列分类

pyts Demo

from pyts.classification import BOSSVS
from pyts.datasets import load_gunpoint

X_train, X_test, y_train, y_test = load_gunpoint(return_X_y = True)
clf = BOSSVS(window_size = 28)
clf.fit(X_train, y_train)
clf.score(X_test, y_test)

pyts 安装

$ pip install pyts

特征提取

Shapelet Transform

参考

  • Time Series Classifification from Scratch with Deep Neural Networks: A Strong Baseline
  • DTW & KNN
  • BiGRU CNN
  • LSTM Fully Convolutional Networks for Time Series Classification
  • PyTS GitHub
  • PyTS Doc