Multidimensional Time Series Clustering

[TGNYC]

I could not figure it out from the documentation, but I am attempting to cluster time series data that has equal time intervals but two features per time event. I am unsure about how to import this data into tslearn and the TimeSeriesKMeans did not seem to work. Any help would be appreciated! Best.

[GillesVandewiele]

That would be a multi-variate time series. In tslearn, your time series can be modeled as a 3D (n_ts, ts_length, n_dim) tensor (see our documentation). TimeSeriesKMeans accepts multi-variate input according to the documentation (https://tslearn.readthedocs.io/en/stable/gen_modules/clustering/tslearn.clustering.TimeSeriesKMeans.html#tslearn.clustering.TimeSeriesKMeans.fit)