Time Series Analysis Library

The library allows to perform a multivariate time series classification based on the use of Discrete Wavelet Transform for feature extraction, a step wise discriminant to select the most relevant features and finally, the use of a linear or quadratic discriminant for classification. Note that all these steps can be done separately which allows to implement new steps. Velasco, I., Sipols, A., de Blas, C. S., Pastor, L., & Bayona, S. (2023) . Percival, D. B., & Walden, A. T. (2000,ISBN:0521640687). Maharaj, E. A., & Alonso, A. M. (2014) .