Time Series Analysis Library
Description
The library allows to perform a multivariate time series
classification based on the use of Discrete Wavelet Transform for
feature extraction, a step wise discriminant to select the most
relevant features and finally, the use of a linear or quadratic
discriminant for classification. Note that all these steps can be done
separately which allows to implement new steps. Velasco, I., Sipols,
A., de Blas, C. S., Pastor, L., & Bayona, S. (2023)
. Percival, D. B., & Walden, A. T.
(2000,ISBN:0521640687). Maharaj, E. A., & Alonso, A. M. (2014)
.