Transformer
PAAlegacy
Piecewise Aggregate Approximation Transformer (PAA).
(PAA) Piecewise Aggregate Approximation Transformer, as described in Eamonn Keogh, Kaushik Chakrabarti, Michael Pazzani, and Sharad Mehrotra. Dimensionality reduction for fast similarity search in large time series databases. Knowledge and information Systems, 3(3), 263-286, 2001. For each series reduce the dimensionality to num_intervals, where each value is the mean of values in the interval.
- TO DO: pythonise it to make it more efficient. Maybe check vs this version
Could have: Tune the interval size in fit somehow?
Quickstart
python
from sktime.transformations.dictionary_based import PAAlegacy
estimator = PAAlegacy(num_intervals=8)Tags
Capabilities
- Multivariate
- Unequal-length series
- Inverse transform: Not supported
- Missing values: Not supported
- Removes missing values: Not supported
- Equalizes series length: Not supported
Properties
- Input typescitype:transform-input
- Series
- Output typescitype:transform-output
- Series
- Label typescitype:transform-labels
- None
- Fit is emptyfit_is_empty
- Yes
- Keeps the time indextransform-returns-same-time-index
- No
- Requires Xrequires_X
- Yes
- Requires yrequires_y
- No
- X and y need the same indexX-y-must-have-same-index
- No
Parameters(1)
- num_intervalsint, dimension of the transformed data (default 8)