Type of Time Series^•

Last modified on 01 Oct 2021.

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
  

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