There are some time series data like this:
Time Feature A Feature B Class
1 0.3 0.6 1
2 0.5 -0.2 0
3 0.8 0.3 1
...
When using RNN on MNIST, we can use 28 time steps of 28 rows as input. For these time series data, one could use 10 time steps of rows for the classification problem. (eg. Feed the rows from T1 to T10
one by one into the RNN to predict the class at T11
, then the rows from T2 to T11
to predict T12
and so on.)
What is some way to convert the time series data to build an array of arrays?