catTSclassifier

R code for “Classification of Categorical Time Series Using the Spectral Envelope and Optimal Scalings” by Li, Bruce, and Cai (2020)

Dependencies:

Code was developed using R version 4.0.2 ("Taking Off Again"), so code may not function properly on older versions of R. The packages listed in the demo file must also be installed prior to use: astsa, abind.

Code has been tested and developed for data of the following dimensions: <= 500 time points (T), <= 20 training time series, <= 100 testing time series. Larger datasets may require more RAM for processing.

Description:

1. functions.r: contains all necessary functions to run simulations.
2. demo_case1.r: demonstrates the proposed method for Case 1 in the simulation studies.
3. demo_case2.r: demonstrates the proposed method for Case 1 in the simulation studies.
4. demo_case3.r: demonstrates the proposed method for Case 1 in the simulation studies.
5. seql executables (folder): contains necessary C++ implementation of the sequence learner (Ifrim and Wiuf, 2011).