example: which treats several stocks at the same time

[Sandy4321]

you wrote
https://github.com/blue-yonder/tsfresh/blob/main/notebooks/examples/05%20Timeseries%20Forecasting.ipynb
We will use the stock price of Apple for this. In this notebook we will only showcase how to work with a single time series at a time (one stock). There exist another notebook in the advanced folder, which treats several stocks at the same time. Basically the same - but a bit more complex when it comes to pandas multi-indexing.
1
may you share what is link to this
which treats several stocks at the same time
2
is it multivariate time series
meaning you use all individual series together ?
3
do you have example for multivariate categorical data series

[nils-braun]

Sure!
As mentioned, it is in the advanced folder here.

The features are extracted on each of the time series independently, but if you want, you could train a ML method afterwards on all features from all time series (please note: in the notebook this is not done). That would be the multivariate part then.

What do you mean with multivariate categorical data series? Please note, that tsfresh works (best, if at all) on continuous time series (e.g. float variables).