A package for storing and working with heterogeneous multivariate time series data.
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")- Ritchie Lee, ritchie.lee@sv.cmu.edu