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Modelling Multivariate Time Series
| Citations: | 2 - 0 self |
BibTeX
@MISC{Liu_modellingmultivariate,
author = {X. Liu and S. Swift and A. Tucker and G. Cheng and G. Loizou},
title = {Modelling Multivariate Time Series},
year = {}
}
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Abstract
Multivariate time series #MTS# data are widely available in di#erent #elds including medicine, #nance, science and engineering. Modelling MTS data e#ectively is important for many decision-making activities. In this paper, we will describe some of our e#orts in modelling these data for numerous tasks such as outlier analysis, forecasting and explanation. Through the analysis of various kinds of MTS data to achieve those tasks, we hope to trigger discussions in the workshop about what #I" could mean in #IDA" for this type of application. 1 Introduction Recent developments in computing have provided the basic infrastructure for fast access to vast amounts of online data; processing power and storage devices continue to become cheaper and more powerful, networks are providing more bandwidth and higher reliability, personal computers and workstations are widespread, and On-Line Analytic Processing #OLAP# allows rapid retrieval of data from data warehouses. This is especially true f...
Keyphrases
multivariate time series mt data rapid retrieval on-line analytic processing olap basic infrastructure numerous task data warehouse online data introduction recent development personal computer fast access multivariate time series mt data various kind di erent eld vast amount many decision-making activity storage device
