Type of Time Series

30-11-2020 / Edit on Github

Univariate vs Multivariate TS #

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

      ``` bash
      # 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.

      ``` bash
      # 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.