The UnsupervisedShapelet function takes a set of time series and assigns them to clusters, based on the u_shapelets that it finds. The function uses these steps:
- Saxify the input data (as described in SAX2).
- Apply random masking to the input data.
- Use statistics to find u_shapelets.
- Use scores to find u_shapelets.
- Use the u_shapelets to cluster the times series.