Thanks to those who already replied!

Their replies make me realize I needed to post a few more details.

Here's the problem:

I will be dealing with EEG data (brain waves).  There will be, for each
subject, 19 time series, each with thousands of points (sampling is once
per milisecond).

We have some old data, which are already classified, but those classes
aren't absolutely certain to be correct.  There may be some errors, and
there may be classes that have not been identified in the literature.

We will be getting new data, where the classes will be unknown.

We want to look at new data and classify them; we also want to look at
all the data (old and new) for anything previous researchers have
missed.


Any further suggestions will be very welcome


Thanks

Peter

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