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IBCNServices / GENDIS

Contains an implementation (sklearn API) of the algorithm proposed in "GENDIS: GEnetic DIscovery of Shapelets" and code to reproduce all experiments.
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Extension to multivariate time series #21

Open jadew0321 opened 2 years ago

jadew0321 commented 2 years ago

Hi, thanks for your work！Acturally, I would like to extract a set of shapelets from a bunch of multivariate time series. Does the current version of the code provide the above functionality? Or do I need to extract shapelets for each variable individually?

GillesVandewiele commented 2 years ago

Hi, indeed, GENDIS does not support multi-variate time series out of the box but one way to go about it is extracting for each dimension individually.