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7fantasysz / MSCRED

Multi-Scale Convolutional Recurrent Encoder-Decoder
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Is the data really multivariate timeseries ? #17

Open IKetchup opened 2 years ago

IKetchup commented 2 years ago

From what I see in the data of this repository the data have the following shape :

*(number of time series lenght of time series)**

However a multivatiate time serie should have the following shape :

(number of time series lenght of time series number of features)

Is it me who have missed something or a problem in the data?

edogab33 commented 2 years ago

A multivariate time series is just a univariate time series with more than one variable. So the shape is: variables * time.