Multivariate Timeseries Python Packages

confetti-ts

Counterfactual explanations for multivariate time series classifiers.

timeeval-gutentag

GutenTAG is an extensible tool to generate time series datasets with and without anomalies; integrated with TimeEval.

pyspi

Comparative analysis of pairwise interactions in multivariate time series.

sequentia

Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.

tck

Kernel similarity for classification and clustering of multi-variate time series with missing values.

tspiral

A python package for time series forecasting with scikit-learn estimators.