search

zhihanyue / ts2vec

A universal time series representation learning framework
MIT License
619 stars 148 forks source link

what is difference between n_instance and n_features? #13

Closed Haebuk closed 2 years ago

Haebuk commented 2 years ago

in ts2vec.py, fit() requires train_data type (n_instance. n_timestamps, n_features). what is difference between n_instance and n_features? I think n_feature means the number of time series (e.g. univariate time series -> n_features=1) Is same that n_instance to window size? or something? thank you.

zhihanyue commented 2 years ago

"instance" means "sample". The difference between instances and features is that instances generally come from the same distribution. For example, for stock market, n_instance is the number of stocks, and n_features is the number of features (e.g. open, high, low, close, volume). For traffic flow, n_instance can be the number of roads, and n_features is the number of features collected on the road.