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functime-org / functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
https://docs.functime.ai
Apache License 2.0
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Analyzing multiple time series with dimension reduction #116

Open MathieuCayssol opened 8 months ago

MathieuCayssol commented 8 months ago

The idea consists in analyzing multiple time series with dimension reduction based on our set of feature calculators. The steps are:

  1. Select N time series
  2. Calculate multiple features on the N time series The dataset is such as the columns being the features and each row the corresponding time series
  3. Apply the dimension reduction algorithm
  4. Plot the results using plotly