Modeling Multivariate Time Series

Explore reshaping multivariate time series for Conv2D network modeling to capture complex spatial and temporal dependencies.

In the previous lesson, we constructed convolutional neural networks following the conventional approach of placing the temporal axis along a spatial axis and the multivariate features as channels. Another approach is placing the features along a second spatial axis. This can be done by reshaping the input samples from (timesteps, features) to (timesteps, features, 1) tensors. The reshaping is explained in the illustration below. The reshaped time series appears in the shape of an image with a single channel. Therefore, this approach is termed as modeling a multivariate time series as an image.

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