pyShapelets
A python library that implements different algorithms to extract shapelets from timeseries.
Dependencies are quite minimal:
- NumPy
- SciPy
- DEAP (for the bio-inspired algorithms)
The algorithms implemented are the following:
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Brute Force: with early search abandon and entropy pre-pruning Time series shapelets: a new primitive for data mining
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Genetic algorithm (could not really find a paper)
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Particle Swarm Optimization Time Series Shapelets: Training Time Improvement Based on Particle Swarm Optimization
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Particle Swarm inspired Evolutionary Algorithm (PS-EA) Particle swarm inspired evolutionary algorithm (PS-EA) for multiobjective optimization problems
The following algorithms are on my TODO:
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Dynamic programming logical-shapelets Logical-Shapelets: An Expressive Primitive for Time Series Classification
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Evolutionary Stratgies Evolution strategies: a comprehensive introduction