lweicdsor/OSTSC: Over Sampling for Time Series Classification

Oversampling of imbalanced univariate time series classification data using integrated ESPO and ADASYN methods. ESPO is used to generate a large percentage of the synthetic minority samples from univariate labeled time series under the modeling assumption that the predictors are Gaussian. EPSO estimates the covariance structure of the minority-class samples and applies a spectral filer to reduce noise. ADASYN is a nearest neighbor interpolation approach which is subsequently applied to the EPSO samples. This code is ported from a matlab implementation by Cao et al. [2011] and adapted for use with Recurrent Neural Networks implemented in 'TensorFlow'.

install.packages("remotes")
remotes::install_github("lweicdsor/OSTSC")