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

This is a draft note.