will it work for multivariate time series classification for example mixture of categorical and continues data?

bkj / awarp

sparse dynamic time warping

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will it work for multivariate time series classification for example mixture of categorical and continues data? #1

Open Sandy4321 opened 5 years ago

Sandy4321 commented 5 years ago

will it work for  multivariate  time series classification for example mixture of categorical and continues data? 
for example at time t1 we have observation: red, 2.4 , 5, 12.456 and time t2: green, 3.5, 2, 45.78; time t3: black, 5.6, 7, 23.56; t4: red, 2.1, 5, 12.6 ?

bkj commented 5 years ago

Perhaps with some work, but as implemented this algorithm only computes distances between sparse, univariate time series.