Can PyRCA be applied to datasets that contain multiple timeseries instances?

[Ioannis Pikoulis]

Hello.

I have a question regarding the applicability of your method on datasets that contain multiple timeseries instances, e.g. timeseries data from different sensors (let's assume 5000 sensors) each giving measurements for 10 features.

Thanks in advance.

[priamai]

What about adding a wrapper to Tigramite ?

Example: https://notebook.community/jakobrunge/tigramite/tutorials/tigramite_tutorial_assumptions