ByteDance/CloudTimeSeriesData

Intro

The data organization follows TFB format: https://github.com/decisionintelligence/TFB.

TFB data format

TFB stores time series in a format of three column long tables, which we will introduce below：

Format Introduction

First column: date (the exact column name is required, the same applies below.)

• The columns stores the time information in the time series, which can be in either of the following formats:
  • Timestamps in string, datetime, or other types that are compatible with pd.to_datetime;
  • Integers starting from 1, e.g. 1, 2, 3, 4, 5, ...

Second column: data

• This column stores the series values corresponding to the timestamps.

Third column: cols

• This column stores the column name (variable name).

Multivariate time series example:

A common time series in wide table format:

date	channel1	channel2	channel3
1	0.1	1	10
2	0.2	2	20
3	0.3	3	30

Convert to TFB format:

date	data	cols
1	0.1	channel1
2	0.2	channel1
3	0.3	channel1
1	1	channel2
2	2	channel2
3	3	channel2
1	10	channel3
2	20	channel3
3	30	channel3

License

This dataset is released under CC BY 4.0