UMAP for time series decomposition?
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- Python
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Description
Hey guys,
Are you aware of use cases of UMAP to decompose univariate time series? I was thinking if it would be possible to do something like the spectral decomposition analysis, that essentially applies PCA over a matrix where the columns are the same time series with different lags.
Thanks!
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Research direction
The issue proposes using UMAP for univariate time-series decomposition by constructing a lagged matrix, but it names no files, tests, or implementation entry point. First clarify the intended use case and API, then determine whether a concrete feature belongs in this repository; done would require an agreed design and corresponding implementation and tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100