Generalised interpretable shapelets for irregular time series

The shapelet transform is a form of feature extraction for time series, in which a time series is described by its similarity to each of a collection of `shapelets'. However it has previously suffered from a number of limitations, such as being limited to regularly-spaced fully-observed time se...

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Bibliographic Details
Main Authors: Kidger, P, James, M, Lyons, T
Format: Internet publication
Language:English
Published: 2020