def convert_csv_to_multivariate_timeseries(directory): files_list = [f for f in os.listdir(directory) if f.lower().endswith('.csv')] list_multivariate_timeseries = [] for file in files_list: multivariate_timeseries = TimeSeries.generate_from_file(directory, file) list_multivariate_timeseries.append(multivariate_timeseries) return list_multivariate_timeseries