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MultivariateTimeSeries

A package for storing and working with heterogeneous multivariate time series datasets.

Readme

MultivariateTimeSeries

A package for storing and working with heterogeneous multivariate time series data.

Usage:

using MultivariateTimeSeries
using DataFrames

#create a dataset and labels from a vector of dataframes
v = [DataFrames(rand(5,3)) for i=1:10]
X, y,  = MTS(v), rand(Bool, 10)

#data records are dataframes and indexable
X[1]

#write data to file
write_data("mts.zip", X, y)

#read data from file
X2, y2 = read_data_labeled("mts.zip")

Maintainers:

Build Status Coverage Status

First Commit

10/25/2017

Last Touched

9 months ago

Commits

17 commits

Used By: