Last modified on 24 Jun 2020.

Univariate vs Multivariate TS

  • Univariate time series: Only one variable is varying over time.

    # example of univariate dataset
    index    Time                   value
    0        2016-04-01 06:00:10    1
    1        2016-04-01 06:00:20    2
    2        2016-04-01 06:00:30    3
    
  • Multivariate time series: Multiple variables are varying over time.

    # example of multivariate dataset
    index    Time                   value_1   value_2   value_3
    0        2016-04-01 06:00:10    1         5         2
    1        2016-04-01 06:00:20    2         9         8
    2        2016-04-01 06:00:30    3         5         1
    

Notes with this notation aren't good enough. They are being updated. If you can see this, you are so smart. ;)