MrSEQL legacy documentation

[fkiraly]

For Amarpal's request on documentation of the MrSEQL algorithm, latest docstring before it was removed post 0.8.X (cython removal):

class MrSEQLClassifier(BaseClassifier):
    ''' Time Series Classification with multiple symbolic representations and SEQL (Mr-SEQL)

    @article{mrseql,
    author = {Le Nguyen, Thach and Gsponer, Severin and Ilie, Iulia and O'reilly, Martin and Ifrim, Georgiana},
    title = {Interpretable Time Series Classification Using Linear Models and Multi-resolution Multi-domain Symbolic Representations},
    journal = {Data Mining and Knowledge Discovery},
    volume = {33},
    number = {4},
    year = {2019},
    }


    Overview: Mr-SEQL is a time series classifier that learn from multiple symbolic representations of multiple resolutions and multiple domains.
    Currently, Mr-SEQL supports both SAX and SFA representations.

    Parameters
    ----------

    seql_mode       : str, either 'clf' or 'fs'. In the 'clf' mode, Mr-SEQL is an ensemble of SEQL models while in the 'fs' mode Mr-SEQL trains a logistic regression model with features extracted by SEQL from symbolic representations of time series.

    symrep          : list or tuple, should contains only 'sax' or 'sfa' or both. The symbolic representations to be used to transform the input time series.

    custom_config   : dict, customized parameters for the symbolic transformation. If defined, symrep will be ignored.

    '''

[fkiraly]

Issue/request to add back MrSEQL: #4296

[fkiraly]

Update: there is a very recent package that has the latest code, branching from shortly before it was removed in sktime:
https://github.com/mlgig/mrseql

See discussion there on the quickest way to make it available via sktime again

[fkiraly]

Update: mrseql is now on pypi, so it can be interfaced.

PR here: #5178

[fkiraly]

MrSEQL is back (soon)!

Tests pass.