Gramian Angular Field on 2 x 20 timeseries

[cmazzoni87]

Description

Is it possible to encode 2 x 20 timeseries into a GAF? Trying to encode the Open and Volume fields of the S&P index. Thank you for your effort.

[johannfaouzi]

Hi,

In the paper introducing GAF, they apply this algorithm to univariate time series only, and the implementation in this package works on univariate time series only. However, you could create a GAF for each feature (open and volume fields), so you would obtain 2 x 20 GAF. If you really want one final image instead of two, I would suggest applying a reduction (such as the element-wise mean or product).

Hope this helps you a bit.