Library of multivariate time series

A database of many different types of multivariate time series, each with between 5-25 processes and between 100-2500 observations. The database contains a serialized Python dictionary of 1053 datasets, where the key for the dictionary is the dataset name, and each value is another dictionary of:data (an MxT numpy array of processes-by-observations) and labels (a list of descriptive labels for the dataset).

Version 1.0 has updated labels and removed low-dimensional time series

Related Organizations

University of Sydney
Australia

Keywords

multivariate time series

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