Estimator Overview

The table below gives an overview of all estimators in aeon and their capabilities.

Estimator name	Module	Method family	Supports multivariate	Supports unequal length	Supports missing values
GaussianHMM	annotation	hmm_learn	❌	❌	❌
GMMHMM	annotation	hmm_learn	❌	❌	❌
PoissonHMM	annotation	hmm_learn	❌	❌	❌
STRAY	anomaly_detection	N/A	✅	✅	✅
DummyClassifier	classification	N/A	✅	✅	✅
ChannelEnsembleClassifier	classification	compose	✅	❌	❌
ClassifierPipeline	classification	compose	❌	❌	❌
WeightedEnsembleClassifier	classification	compose	❌	❌	❌
Arsenal	classification	convolution_based	✅	❌	❌
HydraClassifier	classification	convolution_based	✅	❌	❌
MultiRocketHydraClassifier	classification	convolution_based	✅	❌	❌
RocketClassifier	classification	convolution_based	✅	❌	❌
CNNClassifier	classification	deep_learning	✅	❌	❌
EncoderClassifier	classification	deep_learning	✅	❌	❌
FCNClassifier	classification	deep_learning	✅	❌	❌
InceptionTimeClassifier	classification	deep_learning	✅	❌	❌
IndividualInceptionClassifier	classification	deep_learning	✅	❌	❌
IndividualLITEClassifier	classification	deep_learning	✅	❌	❌
LITETimeClassifier	classification	deep_learning	✅	❌	❌
MLPClassifier	classification	deep_learning	✅	❌	❌
ResNetClassifier	classification	deep_learning	✅	❌	❌
TapNetClassifier	classification	deep_learning	✅	❌	❌
BOSSEnsemble	classification	dictionary_based	❌	❌	❌
ContractableBOSS	classification	dictionary_based	❌	❌	❌
IndividualBOSS	classification	dictionary_based	❌	❌	❌
IndividualTDE	classification	dictionary_based	✅	❌	❌
MUSE	classification	dictionary_based	✅	❌	❌
REDCOMETS	classification	dictionary_based	✅	❌	❌
TemporalDictionaryEnsemble	classification	dictionary_based	✅	❌	❌
WEASEL	classification	dictionary_based	❌	❌	❌
WEASEL_V2	classification	dictionary_based	❌	❌	❌
ElasticEnsemble	classification	distance_based	✅	✅	❌
KNeighborsTimeSeriesClassifier	classification	distance_based	✅	✅	❌
ShapeDTW	classification	distance_based	❌	❌	❌
ProbabilityThresholdEarlyClassifier	classification	early_classification	✅	❌	❌
TEASER	classification	early_classification	✅	❌	❌
Catch22Classifier	classification	feature_based	✅	✅	❌
FreshPRINCEClassifier	classification	feature_based	✅	❌	❌
SignatureClassifier	classification	feature_based	✅	❌	❌
SummaryClassifier	classification	feature_based	✅	❌	❌
TSFreshClassifier	classification	feature_based	✅	❌	❌
HIVECOTEV1	classification	hybrid	❌	❌	❌
HIVECOTEV2	classification	hybrid	✅	❌	❌
RISTClassifier	classification	hybrid	✅	❌	❌
CanonicalIntervalForestClassifier	classification	interval_based	✅	❌	❌
DrCIFClassifier	classification	interval_based	✅	❌	❌
IntervalForestClassifier	classification	interval_based	✅	❌	❌
QUANTClassifier	classification	interval_based	✅	❌	❌
RSTSF	classification	interval_based	✅	❌	❌
RandomIntervalClassifier	classification	interval_based	✅	❌	❌
RandomIntervalSpectralEnsembleClassifier	classification	interval_based	✅	❌	❌
SupervisedIntervalClassifier	classification	interval_based	✅	❌	❌
SupervisedTimeSeriesForest	classification	interval_based	✅	❌	❌
TimeSeriesForestClassifier	classification	interval_based	✅	❌	❌
IndividualOrdinalTDE	classification	ordinal_classification	✅	❌	❌
OrdinalTDE	classification	ordinal_classification	✅	❌	❌
LearningShapeletClassifier	classification	shapelet_based	✅	❌	❌
MrSQMClassifier	classification	shapelet_based	❌	❌	❌
RDSTClassifier	classification	shapelet_based	✅	✅	❌
SASTClassifier	classification	shapelet_based	❌	❌	❌
ShapeletTransformClassifier	classification	shapelet_based	✅	❌	❌
TimeSeriesCLARA	clustering	N/A	✅	❌	❌
TimeSeriesCLARANS	clustering	N/A	✅	❌	❌
TimeSeriesKMeans	clustering	N/A	✅	❌	❌
TimeSeriesKMedoids	clustering	N/A	✅	❌	❌
TimeSeriesKShapes	clustering	N/A	✅	❌	❌
TimeSeriesKernelKMeans	clustering	N/A	✅	❌	❌
AEFCNClusterer	clustering	deep_learning	✅	❌	❌
AEResNetClusterer	clustering	deep_learning	✅	❌	❌
ARDL	forecasting	N/A	❌	❌	❌
ARIMA	forecasting	N/A	❌	❌	✅
AutoARIMA	forecasting	N/A	❌	❌	✅
BATS	forecasting	N/A	❌	❌	❌
ConformalIntervals	forecasting	N/A	❌	❌	❌
Croston	forecasting	N/A	❌	❌	❌
DynamicFactor	forecasting	N/A	❌	❌	✅
AutoETS	forecasting	N/A	❌	❌	✅
ExponentialSmoothing	forecasting	N/A	❌	❌	❌
Prophet	forecasting	N/A	❌	❌	❌
NaiveForecaster	forecasting	N/A	❌	❌	✅
NaiveVariance	forecasting	N/A	❌	❌	❌
ReconcilerForecaster	forecasting	N/A	❌	❌	❌
SARIMAX	forecasting	N/A	❌	❌	❌
SquaringResiduals	forecasting	N/A	❌	❌	❌
StatsForecastAutoARIMA	forecasting	N/A	❌	❌	❌
UnobservedComponents	forecasting	N/A	❌	❌	❌
TBATS	forecasting	N/A	❌	❌	❌
ThetaForecaster	forecasting	N/A	❌	❌	❌
ThetaModularForecaster	forecasting	N/A	❌	❌	❌
PolynomialTrendForecaster	forecasting	N/A	❌	❌	❌
STLForecaster	forecasting	N/A	❌	❌	❌
TrendForecaster	forecasting	N/A	❌	❌	❌
VAR	forecasting	N/A	❌	❌	❌
VARMAX	forecasting	N/A	❌	❌	❌
VECM	forecasting	N/A	❌	❌	❌
AutoEnsembleForecaster	forecasting	compose	❌	❌	❌
BaggingForecaster	forecasting	compose	❌	❌	❌
ColumnEnsembleForecaster	forecasting	compose	❌	❌	❌
DirRecTabularRegressionForecaster	forecasting	compose	❌	❌	✅
DirRecTimeSeriesRegressionForecaster	forecasting	compose	❌	❌	✅
DirectTabularRegressionForecaster	forecasting	compose	❌	❌	✅
DirectTimeSeriesRegressionForecaster	forecasting	compose	❌	❌	✅
EnsembleForecaster	forecasting	compose	❌	❌	❌
ForecastByLevel	forecasting	compose	❌	❌	✅
ForecastX	forecasting	compose	❌	❌	❌
ForecastingPipeline	forecasting	compose	❌	❌	✅
HierarchyEnsembleForecaster	forecasting	compose	❌	❌	❌
MultioutputTabularRegressionForecaster	forecasting	compose	❌	❌	✅
MultioutputTimeSeriesRegressionForecaster	forecasting	compose	❌	❌	✅
MultiplexForecaster	forecasting	compose	❌	❌	❌
Permute	forecasting	compose	❌	❌	✅
RecursiveTabularRegressionForecaster	forecasting	compose	❌	❌	✅
RecursiveTimeSeriesRegressionForecaster	forecasting	compose	❌	❌	✅
StackingForecaster	forecasting	compose	❌	❌	✅
TransformedTargetForecaster	forecasting	compose	❌	❌	✅
CutoffSplitter	forecasting	model_selection	❌	❌	❌
ExpandingWindowSplitter	forecasting	model_selection	❌	❌	❌
ForecastingGridSearchCV	forecasting	model_selection	❌	❌	❌
ForecastingRandomizedSearchCV	forecasting	model_selection	❌	❌	❌
SingleWindowSplitter	forecasting	model_selection	❌	❌	❌
SlidingWindowSplitter	forecasting	model_selection	❌	❌	❌
OnlineEnsembleForecaster	forecasting	online_learning	❌	❌	❌
DontUpdate	forecasting	stream	❌	❌	❌
UpdateEvery	forecasting	stream	❌	❌	❌
UpdateRefitsEvery	forecasting	stream	❌	❌	❌
AEFCNNetwork	networks	N/A	❌	❌	❌
AEResNetNetwork	networks	N/A	❌	❌	❌
CNNNetwork	networks	N/A	❌	❌	❌
EncoderNetwork	networks	N/A	❌	❌	❌
FCNNetwork	networks	N/A	❌	❌	❌
InceptionNetwork	networks	N/A	❌	❌	❌
LITENetwork	networks	N/A	❌	❌	❌
MLPNetwork	networks	N/A	❌	❌	❌
ResNetNetwork	networks	N/A	❌	❌	❌
TapNetNetwork	networks	N/A	❌	❌	❌
ConstraintViolation	performance_metrics	forecasting/probabilistic	❌	❌	❌
EmpiricalCoverage	performance_metrics	forecasting/probabilistic	❌	❌	❌
PinballLoss	performance_metrics	forecasting/probabilistic	❌	❌	❌
DummyRegressor	regression	N/A	✅	✅	✅
RegressorPipeline	regression	compose	❌	❌	❌
SklearnRegressorPipeline	regression	compose	❌	❌	✅
HydraRegressor	regression	convolution_based	✅	❌	❌
MultiRocketHydraRegressor	regression	convolution_based	✅	❌	❌
RocketRegressor	regression	convolution_based	✅	❌	❌
CNNRegressor	regression	deep_learning	✅	❌	❌
EncoderRegressor	regression	deep_learning	✅	❌	❌
FCNRegressor	regression	deep_learning	✅	❌	❌
InceptionTimeRegressor	regression	deep_learning	✅	❌	❌
IndividualInceptionRegressor	regression	deep_learning	✅	❌	❌
IndividualLITERegressor	regression	deep_learning	✅	❌	❌
LITETimeRegressor	regression	deep_learning	✅	❌	❌
MLPRegressor	regression	deep_learning	✅	❌	❌
ResNetRegressor	regression	deep_learning	✅	❌	❌
TapNetRegressor	regression	deep_learning	✅	❌	❌
KNeighborsTimeSeriesRegressor	regression	distance_based	✅	✅	❌
Catch22Regressor	regression	feature_based	✅	✅	❌
FreshPRINCERegressor	regression	feature_based	✅	❌	❌
SummaryRegressor	regression	feature_based	✅	❌	❌
TSFreshRegressor	regression	feature_based	✅	❌	❌
RISTRegressor	regression	hybrid	✅	❌	❌
CanonicalIntervalForestRegressor	regression	interval_based	✅	❌	❌
DrCIFRegressor	regression	interval_based	✅	❌	❌
IntervalForestRegressor	regression	interval_based	✅	❌	❌
RandomIntervalRegressor	regression	interval_based	✅	❌	❌
RandomIntervalSpectralEnsembleRegressor	regression	interval_based	✅	❌	❌
TimeSeriesForestRegressor	regression	interval_based	✅	❌	❌
RDSTRegressor	regression	shapelet_based	✅	✅	❌
ClaSPSegmenter	segmentation	N/A	❌	❌	❌
EAggloSegmenter	segmentation	N/A	✅	❌	❌
GreedyGaussianSegmenter	segmentation	N/A	✅	❌	❌
HMMSegmenter	segmentation	N/A	❌	❌	❌
HidalgoSegmenter	segmentation	N/A	✅	❌	❌
InformationGainSegmenter	segmentation	N/A	✅	❌	❌
RandomSegmenter	segmentation	N/A	✅	❌	✅
TopKSimilaritySearch	similarity_search	N/A	✅	❌	❌
AutoCorrelationTransformer	transformations	N/A	❌	✅	❌
PartialAutoCorrelationTransformer	transformations	N/A	❌	✅	❌
PandasTransformAdaptor	transformations	N/A	✅	✅	❌
TabularToSeriesAdaptor	transformations	N/A	✅	✅	❌
InvertAugmenter	transformations	N/A	✅	✅	❌
RandomSamplesAugmenter	transformations	N/A	✅	✅	❌
ReverseAugmenter	transformations	N/A	✅	✅	❌
WhiteNoiseAugmenter	transformations	N/A	✅	✅	❌
TimeBinAggregate	transformations	N/A	✅	✅	✅
BKFilter	transformations	N/A	✅	✅	❌
BoxCoxTransformer	transformations	N/A	❌	✅	❌
LogTransformer	transformations	N/A	✅	✅	❌
ClaSPTransformer	transformations	N/A	❌	✅	❌
ClearSky	transformations	N/A	❌	❌	❌
ColumnConcatenator	transformations	N/A	✅	✅	❌
ColumnwiseTransformer	transformations	N/A	✅	✅	❌
FeatureUnion	transformations	N/A	✅	✅	❌
FitInTransform	transformations	N/A	✅	✅	❌
Id	transformations	N/A	✅	✅	✅
InvertTransform	transformations	N/A	✅	✅	❌
MultiplexTransformer	transformations	N/A	✅	✅	❌
OptionalPassthrough	transformations	N/A	✅	✅	❌
TransformerPipeline	transformations	N/A	✅	✅	❌
YtoX	transformations	N/A	✅	✅	❌
CosineTransformer	transformations	N/A	✅	✅	❌
DateTimeFeatures	transformations	N/A	✅	✅	❌
Differencer	transformations	N/A	✅	✅	❌
DOBIN	transformations	N/A	✅	✅	❌
ExponentTransformer	transformations	N/A	✅	✅	❌
SqrtTransformer	transformations	N/A	✅	✅	❌
FeatureSelection	transformations	N/A	✅	✅	❌
FourierFeatures	transformations	N/A	✅	❌	❌
FunctionTransformer	transformations	N/A	✅	✅	✅
Imputer	transformations	N/A	✅	✅	✅
KalmanFilterTransformer	transformations	N/A	✅	❌	✅
Lag	transformations	N/A	✅	✅	✅
ReducerTransform	transformations	N/A	✅	✅	✅
HampelFilter	transformations	N/A	✅	✅	✅
PCATransformer	transformations	N/A	✅	✅	❌
ScaledLogitTransformer	transformations	N/A	✅	✅	❌
ColumnSelect	transformations	N/A	✅	✅	❌
IndexSubset	transformations	N/A	✅	✅	❌
FittedParamExtractor	transformations	N/A	❌	✅	❌
PlateauFinder	transformations	N/A	❌	✅	❌
SummaryTransformer	transformations	N/A	✅	✅	❌
WindowSummarizer	transformations	N/A	✅	✅	✅
ThetaLinesTransformer	transformations	N/A	❌	✅	❌
TimeSince	transformations	N/A	✅	✅	✅
MovingBlockBootstrapTransformer	transformations	bootstrap	❌	✅	❌
STLBootstrapTransformer	transformations	bootstrap	❌	✅	❌
CollectionToSeriesWrapper	transformations	collection	✅	✅	❌
AutocorrelationFunctionTransformer	transformations	collection	✅	❌	❌
ARCoefficientTransformer	transformations	collection	✅	❌	❌
ElbowClassPairwise	transformations	collection	✅	❌	❌
ElbowClassSum	transformations	collection	✅	❌	❌
DWTTransformer	transformations	collection	✅	❌	❌
HOG1DTransformer	transformations	collection	❌	❌	❌
TSInterpolator	transformations	collection	✅	✅	❌
MatrixProfile	transformations	collection	❌	❌	❌
PaddingTransformer	transformations	collection	✅	✅	❌
PeriodogramTransformer	transformations	collection	✅	❌	❌
Tabularizer	transformations	collection	✅	❌	❌
TimeSeriesScaler	transformations	collection	✅	✅	❌
IntervalSegmenter	transformations	collection	❌	❌	❌
RandomIntervalSegmenter	transformations	collection	❌	❌	❌
SlidingWindowSegmenter	transformations	collection	❌	❌	❌
SlopeTransformer	transformations	collection	✅	❌	❌
TruncationTransformer	transformations	collection	✅	✅	❌
HydraTransformer	transformations	collection/convolution_based	✅	❌	❌
MiniRocket	transformations	collection/convolution_based	❌	❌	❌
MiniRocketMultivariate	transformations	collection/convolution_based	✅	❌	❌
MiniRocketMultivariateVariable	transformations	collection/convolution_based	✅	✅	❌
MultiRocket	transformations	collection/convolution_based	❌	❌	❌
MultiRocketMultivariate	transformations	collection/convolution_based	✅	❌	❌
Rocket	transformations	collection/convolution_based	✅	❌	❌
ROCKETGPU	transformations	collection/convolution_based/rocketGPU	✅	❌	❌
PAA	transformations	collection/dictionary_based	✅	❌	❌
SAX	transformations	collection/dictionary_based	✅	❌	❌
SFA	transformations	collection/dictionary_based	❌	❌	❌
SFAFast	transformations	collection/dictionary_based	❌	❌	❌
Catch22	transformations	collection/feature_based	✅	✅	❌
SevenNumberSummaryTransformer	transformations	collection/feature_based	✅	✅	❌
TSFreshFeatureExtractor	transformations	collection/feature_based	✅	❌	❌
TSFreshRelevantFeatureExtractor	transformations	collection/feature_based	✅	❌	❌
QUANTTransformer	transformations	collection/interval_based	✅	❌	❌
RandomIntervals	transformations	collection/interval_based	✅	❌	❌
SupervisedIntervals	transformations	collection/interval_based	✅	❌	❌
RandomDilatedShapeletTransform	transformations	collection/shapelet_based	✅	✅	❌
RandomShapeletTransform	transformations	collection/shapelet_based	✅	✅	❌
SAST	transformations	collection/shapelet_based	❌	❌	❌
SignatureTransformer	transformations	collection/signature_based	✅	❌	❌
ConditionalDeseasonalizer	transformations	detrend	❌	✅	❌
Deseasonalizer	transformations	detrend	❌	✅	❌
Detrender	transformations	detrend	✅	✅	❌
STLTransformer	transformations	detrend	❌	✅	❌
Aggregator	transformations	hierarchical	✅	✅	❌
Reconciler	transformations	hierarchical	❌	✅	❌
MatrixProfileSeriesTransformer	transformations	series	❌	✅	❌