FRUITS: Feature Extraction Using Iterated Sums for Time Series Classification

Code

• github.com/irkri/fruits
  OfficialIn papernone★ 12
• github.com/dtolosav/discrete-sig-for-landscapes
  none★ 1

Abstract

We introduce a pipeline for time series classification that extracts features based on the iterated-sums signature (ISS) and then applies a linear classifier. These features are intrinsically nonlinear, capture chronological information, and, under certain settings, are invariant to time-warping. We are competitive with state-of-the-art methods on the UCR archive, both in terms of accuracy and speed. We make our code available at https://github.com/irkri/fruits.

Tasks

Reproductions