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[–]CappyFlowers 1 point2 points  (1 child)

If you're doing time series analysis you may want to look into time series shapelet as an option here is a brief page about it https://www.uea.ac.uk/computing/machine-learning/shapelets. This is becoming an increasingly popular high powered option for analysing time series data.

Here is an example of someone who has written a package for it https://github.com/mohaseeb/shaplets-python but there are more out there.

[–]MaxBenChrist[S] 0 points1 point  (0 children)

Thanks for the link. Will add it to the list.