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Working with data in ts format #193

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haskarb opened this issue Aug 10, 2021 · 3 comments
Closed

Working with data in ts format #193

haskarb opened this issue Aug 10, 2021 · 3 comments

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@haskarb
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haskarb commented Aug 10, 2021

Hi, I saw in one of the documents presented at Juliacon you have run experiments on datasets from http://www.timeseriesclassification.com/. I have two queries to it.

  1. Can you point me towards the script used?
  2. I'm particularly interested in working with Multivariate data? Is there support available?

Thanks
Bhaskar

@ppalmes
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ppalmes commented Aug 10, 2021

Hi,

Thanks for taking interests on TSML. I suggest you read the docs and get back here for any questions. TSML is used to transfom data consisting of Date, Value columns into matrix features using sliding windows. You can also add other variables and concatenate the matrices. I have examples how to do this in the documentation. Please follow the examples from here: https://ibm.github.io/TSML.jl/stable/man/valueproc/

@ppalmes
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ppalmes commented Aug 10, 2021

Once you transform the data into matrix form, TSML pipeline is compatible with AutoMLPipeline syntax so you can do machine learning prediction and regression using a more richer set of operators using AutoMLPipeline: https://github.com/IBM/AutoMLPipeline.jl

If you want to add your own operators to be part of the pipeline, you can use the AMLPipelineBase: https://github.com/IBM/AMLPipelineBase.jl for the type abstract hierarchy and add your operations as described in how to extend it which is described in its README.

@haskarb
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haskarb commented Aug 15, 2021 via email

@haskarb haskarb closed this as completed Aug 15, 2021
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