A Framework and Algorithms for Multivariate Time Series Analytics (MTSA): Learning, Monitoring, and Recommendation
Date
2013-08
Authors
Ngan, Chun-Kit
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Making decisions over multivariate time series is an important topic which has gained significant interest in the past decade. A time series is a sequence of data points which are measured and ordered over uniform time intervals. A multivariate time series is a set of multiple, related time series in a particular domain in which domain experts utilize multivariate time series to make a vital decision. Through studying multivariate time series, specialists are able to understand problems of events from different perspectives within particular domains. Identification and detection of those significant events over multivariate time series can lead to a better decision-making and actionable recommendations.
Description
Keywords
Computer science, Information science, Operations research, Database Models, Decision Support Systems, Multivariate Time Series Analytics, Optimization Model and Algorithms, Query Language