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I am working with time series data of discrete (i.e. nominal) values instead of numeric values. In other words, my time series is a sequence of "class values" like: "A", "A", "A", "B", "B", "A", "C"

Are there methods / standards of how to convert this series into feature values (like, e.g., the mode)?

I am doing classification of multivariate time series data, with numerical and nominal time series of different lengths.

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