Shapelets extraction algorithm #96
Description
Is your feature request related to a problem? Please describe.
We need to include a shapelet extraction algorithm in Khiva. This kind of algorithms let extract important segments of a time series that are meaningful to characterise the time series under observation.
Examples of this type of algorithms are given in the following works [1], [2] [3] and [4]
Describe the solution you'd like
It would be nice to have some algorithms that let us extract shapelets from time series to perform more complex analysis.