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Published September 26, 2022 | Version 1.0
Dataset Restricted

Library of multivariate time series

Authors/Creators

  • 1. The University of Sydney

Description

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).

Notes

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

Files

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