A Multivariate Time Series Guide to Forecasting and Modeling (with Python codes)
But I'll give you a quick refresher of what a univariate time series is, before going into the details of a multivariate time series. Let's look at them one by one to understand the difference. A univariate time series, as the name suggests, is a series with a single time-dependent variable. For example, have a look at the sample dataset below that consists of the temperature values (each hour), for the past 2 years. Here, temperature is the dependent variable (dependent on Time).
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