Enormous dataset, how to proceed? So I have started my master thesis and I have been handed a time series dataset with 2000 rows and nearly 600 columns of data. I have dealt with time series before, but nowhere similar to this level of complexity. Many courses in time series only deals with univariate time series, and now I'm supposed to work on a time series with 600 different factors with extreme loads of nan-values and present it in a simple and illustrating way. Plotting single univariate time series sort of doesn't make sense as there are still 600 other time series to consider. I was just wondering if anyone here have any tips on how to proceed? Any input would be appreciated.
Are you constrained to use only R or Python? If you have the option, try using Alteryx. It's a GUI based tool which has greatly helped me explore and analyze large volumes of data. The tool is built on R so plugging in R functions is a breeze too.