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TSML.jl: a package for time series data processing, classification, clustering, and prediction written in Julia

Authors: Palmes, Paulito;

TSML.jl: a package for time series data processing, classification, clustering, and prediction written in Julia

Abstract

Package Features: Support for symbolic pipeline composition of transformers and learners TS data type clustering/classification for automatic data discovery TS aggregation based on date/time interval TS imputation based on symmetric Nearest Neighbors TS statistical metrics for data quality assessment TS ML wrapper with more than 100+ libraries from caret, scikitlearn, and julia TS date/value matrix conversion of 1-D TS using sliding windows for ML input Common API wrappers for ML libs from JuliaML, PyCall, and RCall Pipeline API allows high-level description of the processing workflow Specific cleaning/normalization workflow based on data type Automatic selection of optimised ML model Automatic segmentation of time-series data into matrix form for ML training and prediction Easily extensible architecture by using just two main interfaces: fit and transform Meta-ensembles for robust prediction Support for threads and distributed computation for scalability, and speed

Keywords

machine learning, prediction, classification, AI, time series

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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