Transformer

ElbowClassPairwise

Elbow Class Pairwise (ECP) transformer to select a subset of channels.

Overview: From the input of multivariate time series data, create a distance matrix [1] by calculating the distance between each class centroid. The ECP selects the subset of channels using the elbow method that maximizes the distance between each class centroids pair across all channels.

Note: Channels, variables, dimensions, features are used interchangeably in literature.

Quickstart

python

from sktime.transformations.channel_selection import ElbowClassPairwise

estimator = ElbowClassPairwise

Examples

>>> from sktime.transformations.channel_selection import ElbowClassPairwise
>>> from sktime.utils._testing.panel import make_classification_problem
>>> X, y = make_classification_problem (n_columns = 3, n_classes = 3, random_state = 42)
>>> cs = ElbowClassPairwise ()
>>> cs. fit (X, y) ElbowClassPairwise(
... )
>>> Xt = cs. transform (X)

References

..[1]: Bhaskar Dhariyal et al. “Fast Channel Selection for Scalable Multivariate Time Series Classification.” AALTD, ECML-PKDD, Springer, 2021