can it generate multivariate time series wit mixture continues and categorical data ?

[Sandy4321]

great code thanks

only can it generate multivariate time series wit mixture continues and categorical data meaning several time series with continues data and several time series with categorical data

but there is some dependency between these time series ?

[feng-li]

At the moment. gratis only generates univariate time series. Generating multivariate yet mixed with discrete and continuous time series requires some external inputs. You may need to utilize some version of autoregressive copulas for such task.

[Sandy4321]

great can you share link to such a repo on github pls?

[feng-li]

Try the BiCopSim function from the VineCopula package.

[Sandy4321]

https://github.com/feng-li thanks but https://github.com/tnagler/VineCopula BiCopSim: Simulates from a bivariate copula.

BiCopSim is for simulation, not classification

[Sandy4321]

@feng-li thanks but https://github.com/tnagler/VineCopula BiCopSim: Simulates from a bivariate copula.

BiCopSim is for simulation, not classification