Time Series Analysis Library
availableFeatures
availableFilters
Select the DWT level of decomposition based on wavelet filter, data se...
Classifies observations based on a pretrained model.
Classifies observations based on a pretrained model.
Classifies observations based on a pretrained model.
Extract observations from a MultiWaveAnalysis
Generate StepDiscrim from raw data
Generates and validates a discriminant model generated directly from t...
KFCV
K-Fold Cross Validation (KFCV)
Generates and validates a discriminant model generated directly from t...
LOOCV
Leave-One-Out Cross Validation
Generate a MultiWave analysis
Allows to select the same variables for a given StepDiscrim
Select the most discriminating variables
Select the most discriminating variables
testFilters
Computes a classification from a pretrained discriminant
Generates a discriminant model from training data.
Generates a discriminant model from an already generated "MultiWaveAna...
Generate a Discriminant Model
The library allows to perform a multivariate time series classification based on the use of Discrete Wavelet Transform for feature extraction, a step wise discriminant to select the most relevant features and finally, the use of a linear or quadratic discriminant for classification. Note that all these steps can be done separately which allows to implement new steps. Velasco, I., Sipols, A., de Blas, C. S., Pastor, L., & Bayona, S. (2023) <doi:10.1186/S12938-023-01079-X>. Percival, D. B., & Walden, A. T. (2000,ISBN:0521640687). Maharaj, E. A., & Alonso, A. M. (2014) <doi:10.1016/j.csda.2013.09.006>.