F4: An All-Purpose Tool for Multivariate Time Series Classification

We propose Fast Forest of Flexible Features (F4), a novel approach for classifying multivariate time series, which is aimed to discriminate between underlying generating processes. This goal has barely been addressed in the literature. F4 consists of two steps. First, a set of features based on the...

Full description

Bibliographic Details
Main Authors: Ángel López-Oriona, José A. Vilar
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/23/3051