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shapelets / khiva

An open-source library of algorithms to analyse time series in GPU and CPU.
https://khiva.readthedocs.io/
Mozilla Public License 2.0
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will it work for multivariate time series #162

Open Sandy4321 opened 3 years ago

Sandy4321 commented 3 years ago

great code thanks may you clarify : will it work for multivariate time series 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

avilchess commented 3 years ago

Hi @Sandy4321,

We do support multivariate time-series. However, you would have to transform your categorical data to a numeric representation, let's say Integers. Many operations support computing multivariate time-series data, but not all of them.