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.