Type of Time Series^•

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