def fit(self, sequences, y=None):
        """Fit Preprocessing to X.

        Parameters
        ----------
        sequences : list of array-like, each of shape [sequence_length, n_features]
            A list of multivariate timeseries. Each sequence may have
            a different length, but they all must have the same number
            of features.
        y : None
            Ignored

        Returns
        -------
        self
        """
        check_iter_of_sequences(sequences)
        s = super(MultiSequencePreprocessingMixin, self)
        s.fit(self._concat(sequences))

        return self
Fit Preprocessing to X.

        Parameters
        ----------
        sequences : list of array-like, each of shape [sequence_length, n_features]
            A list of multivariate timeseries. Each sequence may have
            a different length, but they all must have the same number
            of features.
        y : None
            Ignored

        Returns
        -------
        self