aeon 1.4.0

A toolkit for time series machine learning

⌛ Welcome to aeon

aeon is an open-source toolkit for time series machine learning. Fully compatible with scikit-learn, it brings together the latest machine learning methods alongside a wide range of classical approaches for tasks such as forecasting, clustering, and classification.

Our goal is to provide a comprehensive collection of state-of-the-art time series algorithms, with efficient implementations powered by numba, and to promote reproducible research in the field of time series machine learning.

The latest aeon release is v1.4.0. You can view the full changelog here.

Our webpage and documentation is available at https://aeon-toolkit.org.

The following modules are still considered experimental, and the deprecation policy does not apply:

• anomaly_detection
• forecasting
• segmentation
• similarity_search
• visualisation
• transformations.collection.self_supervised
• transformations.collection.imbalance

Overview
CI/CD
Code
Community
Affiliation

⚙️ Installation

aeon requires a Python version of 3.10 or greater. Our full installation guide is available in our documentation.

The easiest way to install aeon is via pip:

pip install aeon

Some estimators require additional packages to be installed. If you want to install the full package with all optional dependencies, you can use:

pip install aeon[all_extras]

Instructions for installation from the GitHub source can be found here.

⏲️ Getting started

The best place to get started for all aeon packages is our getting started guide.

Below we provide a quick example of how to use aeon for classification and clustering.

Classification/Regression

Time series classification looks to predict class labels fore unseen series using a model fitted from a collection of time series. The framework for regression is similar, replace the classifier with a regressor and the labels with continuous values.

import numpy as np
from aeon.classification.distance_based import KNeighborsTimeSeriesClassifier

X = np.array([[[1, 2, 3, 4, 5, 5]],  # 3D array example (univariate)
             [[1, 2, 3, 4, 4, 2]],   # Three samples, one channel,
             [[8, 7, 6, 5, 4, 4]]])  # six series length
y = np.array(['low', 'low', 'high'])  # class labels for each sample

clf = KNeighborsTimeSeriesClassifier(distance="dtw")
clf.fit(X, y)  # fit the classifier on train data
>>> KNeighborsTimeSeriesClassifier()

X_test = np.array(
    [[[2, 2, 2, 2, 2, 2]], [[5, 5, 5, 5, 5, 5]], [[6, 6, 6, 6, 6, 6]]]
)
y_pred = clf.predict(X_test)  # make class predictions on new data
>>> ['low' 'high' 'high']

Clustering

Time series clustering groups similar time series together from a collection of time series.

import numpy as np
from aeon.clustering import TimeSeriesKMeans

X = np.array([[[1, 2, 3, 4, 5, 5]],  # 3D array example (univariate)
             [[1, 2, 3, 4, 4, 2]],   # Three samples, one channel,
             [[8, 7, 6, 5, 4, 4]]])  # six series length

clu = TimeSeriesKMeans(distance="dtw", n_clusters=2)
clu.fit(X)  # fit the clusterer on train data
>>> TimeSeriesKMeans(distance='dtw', n_clusters=2)

clu.labels_ # get training cluster labels
>>> array([0, 0, 1])

X_test = np.array(
    [[[2, 2, 2, 2, 2, 2]], [[5, 5, 5, 5, 5, 5]], [[6, 6, 6, 6, 6, 6]]]
)
clu.predict(X_test)  # Assign clusters to new data
>>> array([1, 0, 0])

💬 Where to ask questions

Type	Platforms
🐛 Bug Reports	GitHub Issue Tracker
✨ Feature Requests & Ideas	GitHub Issue Tracker & Discord
💻 Usage Questions	GitHub Discussions & Discord
💬 General Discussion	GitHub Discussions & Discord
🏭 Contribution & Development	Discord

For enquiries about the project or collaboration, our email is [e-mail].

🔨 Contributing to aeon

If you are interested in contributing to aeon, please see our contributing guide and have a read through before assigning an issue and creating a pull request. Be aware that the latest version of the docs is the development version, and the stable version is the latest release.

The aeon developers are volunteers so please be patient with responses to comments and pull request reviews. If you have any questions, feel free to ask using the above mediums.

📚 Citation

If you use aeon we would appreciate a citation of the following paper:

@article{aeon24jmlr,
  author  = {Matthew Middlehurst and Ali Ismail-Fawaz and Antoine Guillaume and Christopher Holder and David Guijo-Rubio and Guzal Bulatova and Leonidas Tsaprounis and Lukasz Mentel and Martin Walter and Patrick Sch{{\"a}}fer and Anthony Bagnall},
  title   = {aeon: a Python Toolkit for Learning from Time Series},
  journal = {Journal of Machine Learning Research},
  year    = {2024},
  volume  = {25},
  number  = {289},
  pages   = {1--10},
  url     = {http://jmlr.org/papers/v25/23-1444.html}
}

If you let us know about your paper using aeon, we will happily list it here.

👥 Further information

aeon was forked from sktime v0.16.0 in 2022 by an initial group of eight core developers. You can read more about the project's history and governance structure in our About Us page.