One time series is in one file; All files in a directory
File example:
t x y 2020-01-01 12:50:00 0.933143 0.917522 2020-01-01 13:50:00 0.917522 0.902385 2020-01-01 14:50:00 0.902385 0.890816 2020-01-01 15:50:00 0.890816 0.886532 2020-01-01 16:50:00 0.886532 0.893315 ... ... ... ... 2021-02-20 23:50:00 1.209408 1.149573 2021-02-21 00:50:00 1.149573 1.085770 2021-02-21 01:50:00 1.085770 1.020956 2021-02-21 02:50:00 1.020956 0.956878 2021-02-21 03:50:00 0.956878 0.894471
- t: time stamp
- x: data in t (can be multivariate)
- y: data in t+1
Run TE-ESN.py Change code with comment '**'