Foreword#

These are lecture notes from a course given at ENSAI (Rennes, France). These course covers the following topics:

  • alignment-based metrics and their use in machine learning ;

  • standard neural network architectures for time series.

In order to execute the code provided in this book, you will need the following Python packages:

matplotlib
numpy
tslearn
celluloid

If you want to cite these notes, please use the following bibtex entry:

@misc{
    author = {Romain Tavenard},
    title = {Machine Learning for Time Series -- Notes from Lectures at ENSAI}
    year = {2021}
}

Finally, if you spot typos or would like to suggest improvements to these notes, do not hesitate to open an issue on GitHub.