Library of multivariate time series

<p>A database of many different types of multivariate time series, each with between 5-25 processes and between 100-2500 observations.</p> <p>The database contains a serialized Python dictionary of 1053 datasets, where the key for the dictionary is the dataset name, and each value is another dictionary&nbsp;of: &quot;data&quot;, an MxT numpy array of processes-by-observations;&nbsp;and &quot;labels&quot;, a list of&nbsp;descriptive labels for the dataset.</p>