Aeon — Анализ и прогнозирование данных временных рядов

--- name: aeon description: This skill should be used for time series machine learning tasks including classification, regression, clustering, forecasting, anomaly detection, segmentation, and similarity search. Use when working with temporal data, sequential patterns, or time-indexed observations requiring specialized algorithms beyond standard ML approaches. Particularly suited for univariate and multivariate time series analysis with scikit-learn compatible APIs. license: BSD-3-Clause license metadata: skill-author: K-Dense Inc. --- # Aeon Time Series Machine Learning ## Overview Aeon is a scikit-learn compatible Python toolkit for time series machine learning. It provides state-of-the-art algorithms for classification, regression, clustering, forecasting, anomaly detection, segmentation, and similarity search. ## When to Use This Skill Apply this skill when: - Classifying or predicting from time series data - Detecting anomalies or change points in temporal sequences - Clustering similar time series patterns - Forecasting future values - Finding repeated patterns (motifs) or unusual subsequences (discords) - Comparing time series with specialized distance metrics - Extracting features from temporal data ## Installation ```bash uv pip install aeon ``` ## Core Capabilities ### 1. Time Series Classification Categorize time series into predefined classes. See `references/classification.md` for complete algorithm catalog. **Quick Start:** ```python from aeon.classification.convolution_based import RocketClassifier from aeon.datasets import load_classification # Load data X_train, y_train = load_classification("GunPoint", split="train") X_test, y_test = load_classification("GunPoint", split="test") # Train classifier clf = RocketClassifier(n_kernels=10000) clf.fit(X_train, y_train) accuracy = clf.score(X_test, y_test) ``` **Algorithm Selection:** - **Speed + Performance**: `MiniRocketClassifier`, `Arsenal` - **Maximum Accuracy**: `HIVECOTEV2`, `InceptionTimeClassifier` - **Interpretability**: `ShapeletTransformClassifier`, `Catch22Classifier` - **Small Datasets**: `KNeighborsTimeSeriesClassifier` with DTW distance ### 2. Time Series Regression Predict continuous values from time series. See `references/regression.md` for algorithms. **Quick Start:** ```python from aeon.regression.convolution_based import RocketRegressor from aeon.datasets import load_regression X_train, y_train = load_regression("Covid3Month", split="train") X_test, y_test = load_regression("Covid3Month", split="test") reg = RocketRegressor() reg.fit(X_train, y_train) predictions = reg.predict(X_test) ``` ### 3. Time Series Clustering Group similar time series without labels. See `references/clustering.md` for methods. **Quick Start:** ```python from aeon.clustering import TimeSeriesKMeans clusterer = TimeSeriesKMeans( n_clusters=3, distance="dtw", averaging_method="ba" ) labels = clusterer.fit_predict(X_train) centers = clusterer.cluster_centers_ ``` ### 4. Forecasting Predict future time series values. See `references/forecasting.md` for forecasters. **Quick Start:** ```python from aeon.forecasting.arima import ARIMA forecaster = ARIMA(order=(1, 1, 1)) forecaster.fit(y_train) y_pred = forecaster.predict(fh=[1, 2, 3, 4, 5]) ``` ### 5. Anomaly Detection Identify unusual patterns or outliers. See `references/anomaly_detection.md` for detectors. **Quick Start:** ```python from aeon.anomaly_detection import STOMP detector = STOMP(window_size=50) anomaly_scores = detector.fit_predict(y) # Higher scores indicate anomalies threshold = np.percentile(anomaly_scores, 95) anomalies = anomaly_scores > threshold ``` ### 6. Segmentation Partition time series into regions with change points. See `references/segmentation.md`. **Quick Start:** ```python from aeon.segmentation import ClaSPSegmenter segmenter = ClaSPSegmenter() change_points = segmenter.fit_predict(y) ``` ### 7. Similarity Search Find similar patterns within or across time series. See `references/similarity_search.md`. **Quick Start:** ```python from aeon.similarity_search import StompMotif # Find recurring patterns motif_finder = StompMotif(window_size=50, k=3) motifs = motif_finder.fit_predict(y) ``` ## Feature Extraction and Transformations Transform time series for feature engineering. See `references/transformations.md`. **ROCKET Features:** ```python from aeon.transformations.collection.convolution_based import RocketTransformer rocket = RocketTransformer() X_features = rocket.fit_transform(X_train) # Use features with any sklearn classifier from sklearn.ensemble import RandomForestClassifier clf = RandomForestClassifier() clf.fit(X_features, y_train) ``` **Statistical Features:** ```python from aeon.transformations.collection.feature_based import Catch22 catch22 = Catch22() X_features = catch22.fit_transform(X_train) ``` **Preprocessing:** ```python from aeon.transformations.collection import MinMaxScaler, Normalizer scaler = Normalizer() # Z-normalization X_normalized = scaler.fit_transform(X_train) ``` ## Distance Metrics Specialized temporal distance measures. See `references/distances.md` for complete catalog. **Usage:** ```python from aeon.distances import dtw_distance, dtw_pairwise_distance # Single distance distance = dtw_distance(x, y, window=0.1) # Pairwise distances distance_matrix = dtw_pairwise_distance(X_train) # Use with classifiers from aeon.classification.distance_based import KNeighborsTimeSeriesClassifier clf = KNeighborsTimeSeriesClassifier( n_neighbors=5, distance="dtw", distance_params={"window": 0.2} ) ``` **Available Distances:** - **Elastic**: DTW, DDTW, WDTW, ERP, EDR, LCSS, TWE, MSM - **Lock-step**: Euclidean, Manhattan, Minkowski - **Shape-based**: Shape DTW, SBD ## Deep Learning Networks Neural architectures for time series. See `references/networks.md`. **Architectures:** - Convolutional: `FCNClassifier`, `ResNetClassifier`, `InceptionTimeClassifier` - Recurrent: `RecurrentNetwork`, `TCNNetwork` - Autoencoders: `AEFCNClusterer`, `AEResNetClusterer` **Usage:** ```python from aeon.classification.deep_learning import InceptionTimeClassifier clf = InceptionTimeClassifier(n_epochs=100, batch_size=32) clf.fit(X_train, y_train) predictions = clf.predict(X_test) ``` ## Datasets and Benchmarking Load standard benchmarks and evaluate performance. See `references/datasets_benchmarking.md`. **Load Datasets:** ```python from aeon.datasets import load_classification, load_regression # Classification X_train, y_train = load_classification("ArrowHead", split="train") # Regression X_train, y_train = load_regression("Covid3Month", split="train") ``` **Benchmarking:** ```python from aeon.benchmarking import get_estimator_results # Compare with published results published = get_estimator_results("ROCKET", "GunPoint") ``` ## Common Workflows ### Classification Pipeline ```python from aeon.transformations.collection import Normalizer from aeon.classification.convolution_based import RocketClassifier from sklearn.pipeline import Pipeline pipeline = Pipeline([ ('normalize', Normalizer()), ('classify', RocketClassifier()) ]) pipeline.fit(X_train, y_train) accuracy = pipeline.score(X_test, y_test) ``` ### Feature Extraction + Traditional ML ```python from aeon.transformations.collection import RocketTransformer from sklearn.ensemble import GradientBoostingClassifier # Extract features rocket = RocketTransformer() X_train_features = rocket.fit_transform(X_train) X_test_features = rocket.transform(X_test) # Train traditional ML clf = GradientBoostingClassifier() clf.fit(X_train_features, y_train) predictions = clf.predict(X_test_features) ``` ### Anomaly Detection with Visualization ```python from aeon.anomaly_detection import STOMP import matplotlib.pyplot as plt detector = STOMP(window_size=50) scores = detector.fit_predict(y) plt.figure(figsize=(15, 5)) plt.subplot(2, 1, 1) plt.plot(y, label='Time Series') plt.subplot(2, 1, 2) plt.plot(scores, label='Anomaly Scores', color='red') plt.axhline(np.percentile(scores, 95), color='k', linestyle='--') plt.show() ``` ## Best Practices ### Data Preparation 1. **Normalize**: Most algorithms benefit from z-normalization ```python from aeon.transformations.collection import Normalizer normalizer = Normalizer() X_train = normalizer.fit_transform(X_train) X_test = normalizer.transform(X_test) ``` 2. **Handle Missing Values**: Impute before analysis ```python from aeon.transformations.collection import SimpleImputer imputer = SimpleImputer(strategy='mean') X_train = imputer.fit_transform(X_train) ``` 3. **Check Data Format**: Aeon expects shape `(n_samples, n_channels, n_timepoints)` ### Model Selection 1. **Start Simple**: Begin with ROCKET variants before deep learning 2. **Use Validation**: Split training data for hyperparameter tuning 3. **Compare Baselines**: Test against simple methods (1-NN Euclidean, Naive) 4. **Consider Resources**: ROCKET for speed, deep learning if GPU available ### Algorithm Selection Guide **For Fast Prototyping:** - Classification: `MiniRocketClassifier` - Regression: `MiniRocketRegressor` - Clustering: `TimeSeriesKMeans` with Euclidean **For Maximum Accuracy:** - Classification: `HIVECOTEV2`, `InceptionTimeClassifier` - Regression: `InceptionTimeRegressor` - Forecasting: `ARIMA`, `TCNForecaster` **For Interpretability:** - Classification: `ShapeletTransformClassifier`, `Catch22Classifier` - Features: `Catch22`, `TSFresh` **For Small Datasets:** - Distance-based: `KNeighborsTimeSeriesClassifier` with DTW - Avoid: Deep learning (requires large data) ## Reference Documentation Detailed information available in `references/`: - `classification.md` - All classification algorithms - `regression.md` - Regression methods - `clustering.md` - Clustering algorithms - `forecasting.md` - Forecasting approaches - `anomaly_detection.md` - Anomaly detection methods - `segmentation.md` - Segmentation algorithms - `similarity_search.md` - Pattern matching and motif discovery - `transformations.md` - Feature extraction and preprocessing - `distances.md` - Time series distance metrics - `networks.md` - Deep learning architectures - `datasets_benchmarking.md` - Data loading and evaluation tools ## Additional Resources - Documentation: https://www.aeon-toolkit.org/ - GitHub: https://github.com/aeon-toolkit/aeon - Examples: https://www.aeon-toolkit.org/en/stable/examples.html - API Reference: https://www.aeon-toolkit.org/en/stable/api_reference.html