What algorithms can be used to build predictors from fractions of time series?
<p>Let S and T be sets of time series labelled with a property. Each time series is highly periodic and in fact contains subsequent repeats of the same process (consider e.g. a gait recording, which is a time series of foot positions that repeat the same motion, which I'm calling a segment for simplicity's sake).</p>

<p>What is a good feature extractor if my objective is to build a model that from a sequence of such segments returns a similarity score to S or T? Ignore the model itself for now - just consider feature extraction for the time being,</p>