Unsupervised Feature Based Algorithms for Time Series Extrinsic Regression

Understand

Time Series Extrinsic Regression (TSER) involves using a set of training time series to form a predictive model of a continuous response variable that is not directly related to the regressor series.

• The TSER archive for comparing algorithms was released in 2022 with 19 problems.
• We increase the size of this archive to 63 problems and reproduce the previous comparison of baseline algorithms.
• We then extend the comparison to include a wider range of standard regressors and the latest versions of TSER models used in the previous study.