can it generate multivariate time series wit mixture continues and categorical data ?

Question

can it generate multivariate time series wit mixture continues and categorical data ?

Closed this issue 4 years ago · 5 comments

great code thanks

only can it generate multivariate time series wit mixture continues and categorical data
meaning
several time series with continues data
and
several time series with categorical data

but there is some dependency between these time series ?

Answer 1 · 2021-01-05T02:43:49.000Z

At the moment. gratis only generates univariate time series. Generating multivariate yet mixed with discrete and continuous time series requires some external inputs. You may need to utilize some version of autoregressive copulas for such task.

Answer 2 · 2021-01-19T16:14:53.000Z

great
can you share link to such a repo on github pls?

Answer 3 · 2021-01-26T07:53:52.000Z

Try the BiCopSim function from the VineCopula package.

Answer 4 · 2021-01-26T18:45:30.000Z

https://github.com/feng-li
thanks
but
https://github.com/tnagler/VineCopula
BiCopSim: Simulates from a bivariate copula.

BiCopSim is for simulation, not classification

Answer 5 · 2021-01-26T18:45:54.000Z

@feng-li
thanks
but
https://github.com/tnagler/VineCopula
BiCopSim: Simulates from a bivariate copula.

BiCopSim is for simulation, not classification