The tldr is this: ROCKET is one of the best off-the-shelf, general purpose of time series classification algorithms out there. And then there is Mini-ROCKET, which is faster to train without much loss (if any) in performance. Both are fairly fast. Anecdotally, I would say that MiniROCKET, in particular, is faster than many g…
Thank you for mentioning my articles about time series classification! A small note on ROCKET/MiniRocket: The same researchers authored both algorithms and have stated that MiniRocket should be considered the default variant of Rocket. Of course, there may exist datasets where Rocket is the better choice.