shapeon

A time series analysis method.

Description

Converts a set of labelled time series into features that best discriminate them. An example feature is minimum distance to a sub-series.

How well a feature discriminates the set of labelled time series is the calculated as the Fischer Linear Discriminant for multiple classes.

Experiment

Is set up to run with the UCR Time Series Classification Archive, found here.

Building

To build the executable, simply run the following:

make build

Note

Has only been tested on linux.

Tests

To run tests, simply run the following:

make test

Important

The tests require Criterion. As such, it is required to be installed on the system. This is not automatic.

Example Output

gcc -Isrc -g -O3 -Wall -Wextra -flto -std=c17 -march=native -fsanitize=address -D LOG_DEBUG -O0 -o test_runner
 tests/*.c src/parse.o src/window.o src/io.o src/feature.o src/log.o src/analysis.o src/preprocessing.o -lcrit
erion -lm
./test_runner
[                 analysis.equal_scatter            ] [ 0,000391 s ] [   OK   ]
...
[                 windower.single                   ] [ 0,000113 s ] [   OK   ]
[====] Synthesis: Tested: 23 | Passing: 23 | Failing: 0 | Crashing: 0