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Questions tagged [multivariate-time-series]

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Multivariate Time Series Forecasting using Pytorch TimeSeriesDataSet

I want to forecast a Target using its history and the history of covariates (Cov1, Cov2,Cov3). I have several samples (Id) each of them with 601 observations (time) of (Target, Cov1, Cov2,Cov3) and want to train my model (a…
Gwénolé
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Why DTW (dynamic time warping) so computationally intensive

Why is DTW so much more computationally intensive compared to euclidean distance metric? Did not find much in literature. Thank you.
julianff1
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Multivariate LSTM for Timeseries Forecatsing

I am working on a project that involves multivariate forecasting of weather. I have utilized Jason Brownlee's Blog for this purpose. But in a series to supervised conversion, I am unable to crack the working of this function. Moreover, Jason's other…
Sohrab Khan
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EvalML Library - time series multivariate forecasting allowed?

I'm approaching to EvalML Library, I was wondering if it supports multivariate time series forecasting, allowing multiple different features in input to forecast one target variable. Actual time series example…
Paolo Mazzoli
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How to clean nan in tf.data.Dataset in sequences multivariates inputs for LSTM

I try to feed huge dataset (out of memory) to my lstm model. I want to make some transformation on my data using the tf.data.Dataset. I first turn my numpy data to dataset using tf.keras.utils.timeseries_dataset_from_array. This is an exemple of my…
Jonathan Roy
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How to specify the features to forecast in a multivariate time series using Encoder-Decoder LSTM?

I am working on forecasting multi-steps of a multivariate time series using Encoder-Decoder Time Series. The forecasting is done autonomously i.e. each of the input feature is forecasted. I want to specify the feature that will be forecasted without…
Hayat
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Reshaping TrainX and trainY in LSTM RNN Project

I am working on multivariate time based LSTM RNN Project. Because it is a multivariate, my goal is to train the model with multiple parameters and as an output I want to get predictions for every parameter in the dataset. I will add all the code and…
Tan
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feed multivariate timeseries data with tf.data.Dataset for data bigger than memory

I us my custom block of code to format my multivariate data to fit LSTM model. Now I get too much data to fit my memory GPU so I want to take chunk of my data make all formating as usual and feed my model and prepare efficiently the next chunk by…
Jonathan Roy
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Time serie forecasting without target history

Hello i'm trying to identify the different time serie forecasting methods i could use according to my specific problem: I would like to perform: A Multi-Step Multi-Variate (some covariates with seasonality) Forecasting problem without knowing…
Gwénolé
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How to run Time Series Regression with years, countries, and multiple values in R?

I think I know what I need to do, I just don't know how to make it work. Example of Data: data I have decades of data in Excel in that format, which I uploaded to R. I believe I need to convert it to a time series or date format somehow, but retain…
tryhard
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Detecting anomalies between sensors and same-sensor data in R

I have a dataset like this (don't look at column 4,5 and 8) These are temperature and humidity measurements at different days of the year (january to august), taken by different sensors (8 in total) at different timestamps of the same room. The…
Bartholomew
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Classifying M multivariate time-series based on known K classes in R

I have a M multivariate time series data, by multivariate I mean that a time series is represented by more than one variable that varies in time (see example image for simulated data). All have the same size. I want to build a classifier trained on…
Myriad
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How to estimate a Multivariate GARCH-M Model with R?

I'm looking for an R package where I can perform multiple Garch-M model (sepisifically bivariate E-GARCH-M)). In my long-term research, I could not find a package that I could make estimation. I would also like to take this opportunity to learn how…
Ali Osman
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Multiple time series forecasting: comparation LSTM and Transformers, results on the same data

I'm trying to compare forecasting capabilities of LSTM model and Transformer on the same small time series dataset. I'm trying to predict first 2 columns i.e. targets. Transformers model gave me MSEloss = 0.6 while LSTM MSELoss is significantly…
MarioZ
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Time series anomaly detection

I would like to get suggestions about a time series problem. The data is about strain gauge on the wing of flight which is measured using different sensors. Basically, we are creating the anomalies by simulating the physics model. We have a baseline…
Syamily
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