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Catch22Wrapper

API referenceSource
Unequal length

Canonical Time-series Characteristics (Catch22 and 24), using pycatch22 package.

Quickstart

python
from sktime.transformations.catch22wrapper import Catch22Wrapper

estimator = Catch22Wrapper(features='all', catch24=False, outlier_norm=False, replace_nans=False, col_names='range')

Parameters(5)

featuresint/str or List of int/str, optional, default=”all”

The Catch22 features to extract by feature index, feature name as a str or as a list of names or indices for multiple features. If “all”, all features are extracted. Valid features are as follows:

[“DN_HistogramMode_5”, “DN_HistogramMode_10”, “SB_BinaryStats_diff_longstretch0”, “DN_OutlierInclude_p_001_mdrmd”, “DN_OutlierInclude_n_001_mdrmd”, “CO_f1ecac”, “CO_FirstMin_ac”, “SP_Summaries_welch_rect_area_5_1”, “SP_Summaries_welch_rect_centroid”, “FC_LocalSimple_mean3_stderr”, “CO_trev_1_num”, “CO_HistogramAMI_even_2_5”, “IN_AutoMutualInfoStats_40_gaussian_fmmi”, “MD_hrv_classic_pnn40”, “SB_BinaryStats_mean_longstretch1”, “SB_MotifThree_quantile_hh”, “FC_LocalSimple_mean1_tauresrat”, “CO_Embed2_Dist_tau_d_expfit_meandiff”, “SC_FluctAnal_2_dfa_50_1_2_logi_prop_r1”, “SC_FluctAnal_2_rsrangefit_50_1_logi_prop_r1”, “SB_TransitionMatrix_3ac_sumdiagcov”, “PD_PeriodicityWang_th0_01”]

catch24bool, optional, default=False
Extract the mean and standard deviation as well as the 22 Catch22 features if true. If a List of specific features to extract is provided, “Mean” and/or “StandardDeviation” must be added to the List to extract these features.
outlier_normbool, optional, default=False
Normalise each series during the two outlier Catch22 features, which can take a while to process for large values.
replace_nansbool, optional, default=True
Replace NaN or inf values from the Catch22 transform with 0.
col_namesstr, one of {“range”, “int_feat”, “str_feat”}, optional, default=”range”
The type of column names to return. If “range”, column names will be a regular range of integers, as in a RangeIndex. If “int_feat”, column names will be the integer feature indices, as defined in pycatch22. If “str_feat”, column names will be the string feature names.

References

  1. [1 ] Lubba, C. H., Sethi, S. S., Knaute, P., Schultz, S. R., Fulcher, B. D., & Jones, N. S. (2019). catch22: Canonical time-series characteristics. Data Mining and Knowledge Discovery, 33(6), 1821-1852... [R653ba6b2ce48-2] Fulcher, B. D., Little, M. A., & Jones, N. S. (2013). Highly comparative time-series analysis: the empirical structure of time series and their methods. Journal of the Royal Society Interface, 10(83), 20130048.