Extension to multivariate time series

[jadew0321]

Hi, thanks for your work！Acturally, I would like to extract a set of shapelets from a bunch of multivariate time series. Does the current version of the code provide the above functionality? Or do I need to extract shapelets for each variable individually?

[GillesVandewiele]

Hi, indeed, GENDIS does not support multi-variate time series out of the box but one way to go about it is extracting for each dimension individually.