6
votes
4answers
225 views

Features for time series classification

I consider the problem of (multiclass) classification based on time series of variable length $T$, that is, to find a function $$f(X_T) = y \in [1..K]\\ \text{for } X_T = (x_1, \dots, x_T)\\ ...
2
votes
0answers
83 views

time series with different length: feature extraction and classification

I have a binary classification problem, where each data point is multi-channel time-series, which can be represented as a matrix TxF, where T is the time-series length, and F as the channels number. T ...
3
votes
1answer
45 views

Methods for teasing apart the influence of different time series features on a target feature?

Are there any established methods for teasing apart the influence of different time series features on a target feature? To illustrate: The target: Sales volume of kittens. Features: Time of year, ...
0
votes
1answer
150 views

Clustering time series with wavelets in R

Can discrete wavelet trasform be used for feature extraction from time series in order to cluster them? Any R code how to do this will be appreciated.