Multivariate TS classification about hctsa HOT 3 CLOSED

Thanks Alex for the kind words and glad you're enjoying hctsa 😄
hctsa is designed for univariate time-series analysis, so there is no native support for the types of multivariate analyses your mention.
You have some options:

1. Append lots of univariate feature matrices together (so that features of each univariate time series are captured). [you may wish to do some dimensionality reduction in this case]
2. Add some features of multivariate dependencies manually.
   Neither of these options are natively supported at this stage, but you could use hctsa simply as a way to compute the feature matrix, that you then analyze yourself externally.

Hope this helps,
Ben

from hctsa.

Thank you Ben for your quick reply.
I thought about the same. Since I used the reduced feature set of only ~220 features I still have an overseeable matrix even with multiple ts.
I also came across the question on why you selected especially those features for the reduced set. Is this from your experience or how did you select them?
Best regards, Alex

from hctsa.

Hi Alex,
The reduced feature set of 220 is very rough and outdated.
See here for an updated pipeline on this topic (and associated paper).
Best,
Ben

from hctsa.