dmbee / seglearn

Python module for machine learning time series:
https://dmbee.github.io/seglearn/
BSD 3-Clause "New" or "Revised" License
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will it work for multivariate time series prediction both regression and classification #53

Closed Sandy4321 closed 3 years ago

Sandy4321 commented 3 years ago

great code thanks may you clarify : will it work for multivariate time series prediction both regression and classification 1 where all values are continues values 2 or even will it work for multivariate time series where values are mixture of continues and categorical values for example 2 dimensions have continues values and 3 dimensions are categorical values

color        weight     gender  height  age  

1 black 56 m 160 34 2 white 77 f 170 54 3 yellow 87 m 167 43 4 white 55 m 198 72 5 white 88 f 176 32

dmbee commented 3 years ago

will it work for multivariate time series prediction both regression and classification: yes where all values are continues values: yes where values are mixture of continues and categorical values: yes

For the last one - you'll need to encode the categorical variables as a number (eg m = 0.0, f = 1.0). Note you can use different features (if you're using engineered feature approach) for different variables with FeatureRepMix, so you can also treat these variables differently that way if you wish.

Sandy4321 commented 3 years ago

great do you have code example for "where values are mixture of continues and categorical values: yes"

dmbee commented 3 years ago

see the examples in the docs eg https://dmbee.github.io/seglearn/auto_examples/plot_feature_rep.html#sphx-glr-auto-examples-plot-feature-rep-py