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emptymalei / eerily

timE sERIes pLaYground (EERILY) is a playground for time series

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A TimeSeries Class

emptymalei opened this issue · comments

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TimeSeries

TimeSeries is an object to hold time series data.

A TimeSeries object may contain all the covariates for a single variate time series.

TimeSeries provides handy operations:

  • Extend: TimeSeries can be stacked along time direction.
  • Save to file: save the time series to file.
  • It can hold the most recent state in the dgp so that we can continue evoluting it, if necessary.

A list of TimeSeries can be used as multivariate time series.