Catch22

"the hctsa feature library requires a Matlab license to run, limiting its widespread adoption”

“empirically scales almost linearly, $O(N^{1.16})$”

“is implemented in C with wrappers for python, R, and Matlab”

https://arxiv.org/pdf/1901.10200.pdf

Methods

• Data
• Features
• Performance-based selection

Pipeline

• Initially 7658 hctsa features
• Removed 766 features sensitive to the mean and variance of the distribution of values (6892 features left)
• Excluded 2101 features that frequently outputted special values (4791 features left)
• Performance filtering
• Redundancy minimization

TSER

https://github.com/kdd23tser/kdd23tser

http://tseregression.org/

https://github.com/ChangWeiTan/TS-Extrinsic-Regression