Checks that unique identifiers vaf_types are consistent between time series.

        Parameters
        ----------
        X : array-like, shape [n_series, ...]
            Time series data and (optionally) contextual data

def _check_data(self, X):
        '''
        Checks that unique identifiers vaf_types are consistent between time series.

        Parameters
        ----------
        X : array-like, shape [n_series, ...]
            Time series data and (optionally) contextual data
        '''

        if len(X) > 1:
            sval = np.unique(X[0][:, 1])
            if np.all([np.all(np.unique(X[i][:, 1]) == sval) for i in range(1, len(X))]):
                pass
            else:
                raise ValueError("Unique identifier var_types not consistent between time series")