# catch22: CAnonical Time-series CHaracteristics

arXiv: https://arxiv.org/abs/1901.10200 · HTML: https://mlsanity.com/paper/1901.10200/

## Key facts

- Cited by 105 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Jan 2019.

## Built on by (most cited first, 30 of 105)

- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [HIVE-COTE 2.0: a new meta ensemble for time series classification](https://mlsanity.com/paper/2104.07551/) (2021)
- [Bake off redux: a review and experimental evaluation of recent time series classification algorithms](https://mlsanity.com/paper/2304.13029/) (2023)
- [MultiRocket: Multiple pooling operators and transformations for fast and effective time series classification](https://mlsanity.com/paper/2102.00457/) (2021)
- [TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting](https://mlsanity.com/paper/2410.11802/) (2024)
- [Forecast Evaluation for Data Scientists: Common Pitfalls and Best Practices](https://mlsanity.com/paper/2203.10716/) (2022)
- [HYDRA: Competing convolutional kernels for fast and accurate time series classification](https://mlsanity.com/paper/2203.13652/) (2022)
- [aeon: a Python toolkit for learning from time series](https://mlsanity.com/paper/2406.14231/) (2024)
- [Forecast combinations: an over 50-year review](https://mlsanity.com/paper/2205.04216/) (2022)
- [An Approach to Multiple Comparison Benchmark Evaluations that is Stable Under Manipulation of the Comparate Set](https://mlsanity.com/paper/2305.11921/) (2023)
- [Generating multivariate time series with COmmon Source CoordInated GAN (COSCI-GAN)](https://mlsanity.com/paper/2205.13741/) (2022)
- [Random Dilated Shapelet Transform: A New Approach for Time Series Shapelets](https://mlsanity.com/paper/2109.13514/) (2021)
- [The FreshPRINCE: A Simple Transformation Based Pipeline Time Series Classifier](https://mlsanity.com/paper/2201.12048/) (2022)
- [WEASEL 2.0 -- A Random Dilated Dictionary Transform for Fast, Accurate and Memory Constrained Time Series Classification](https://mlsanity.com/paper/2301.10194/) (2023)
- [QUANT: A Minimalist Interval Method for Time Series Classification](https://mlsanity.com/paper/2308.00928/) (2023)
- [Learning Interpretable Hierarchical Dynamical Systems Models from Time Series Data](https://mlsanity.com/paper/2410.04814/) (2024)
- [Transformer Encoder with Multiscale Deep Learning for Pain Classification Using Physiological Signals](https://mlsanity.com/paper/2303.06845/) (2023)
- [Unsupervised Feature Based Algorithms for Time Series Extrinsic Regression](https://mlsanity.com/paper/2305.01429/) (2023)
- [Unifying Pairwise Interactions in Complex Dynamics](https://mlsanity.com/paper/2201.11941/) (2022)
- [Appliance Detection Using Very Low-Frequency Smart Meter Time Series](https://mlsanity.com/paper/2305.10352/) (2023)
- [The OPS-SAT benchmark for detecting anomalies in satellite telemetry](https://mlsanity.com/paper/2407.04730/) (2024)
- [Time Series Embedding Methods for Classification Tasks: A Review](https://mlsanity.com/paper/2501.13392/) (2025)
- [Novel Features for Time Series Analysis: A Complex Networks Approach](https://mlsanity.com/paper/2110.09888/) (2021)
- [Time Series Clustering With Random Convolutional Kernels](https://mlsanity.com/paper/2305.10457/) (2023)
- [SeriesGAN: Time Series Generation via Adversarial and Autoregressive Learning](https://mlsanity.com/paper/2410.21203/) (2024)
- [Fast, Accurate and Interpretable Time Series Classification Through Randomization](https://mlsanity.com/paper/2105.14876/) (2021)
- [An Empirical Evaluation of Time-Series Feature Sets](https://mlsanity.com/paper/2110.10914/) (2021)
- [Proximity Forest 2.0: A new effective and scalable similarity-based classifier for time series](https://mlsanity.com/paper/2304.05800/) (2023)
- [Instance Selection for Dynamic Algorithm Configuration with Reinforcement Learning: Improving Generalization](https://mlsanity.com/paper/2407.13513/) (2024)

## Abstract (arXiv)

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through systematic comparison across a comprehensive time-series feature library, such as those in the hctsa toolbox. However, this approach is computationally expensive and involves evaluating many similar features, limiting the widespread adoption of feature-based representations of time series for real-world applications. In this work, we introduce a method to infer small sets of time-series features that (i) exhibit strong classification performance across a given collection of time-series problems, and (ii) are minimally redundant. Applying our method to a set of 93 time-series classification datasets (containing over 147000 time series) and using a filtered version of the hctsa feature library (4791 features), we introduce a generically useful set of 22 CAnonical Time-series CHaracteristics, catch22. This dimensionality reduction, from 4791 to 22, is associated with an approximately 1000-fold reduction in computation time and near linear scaling with time-series length, despite an average reduction in classification accuracy of just 7%. catch22 captures a diverse and interpretable signature of time series in terms of their properties, including linear and non-linear autocorrelation, successive differences, value distributions and outliers, and fluctuation scaling properties. We provide an efficient implementation of catch22, accessible from many programming environments, that facilitates feature-based time-series analysis for scientific, industrial, financial and medical applications using a common language of interpretable time-series properties.
