Modelling Multivariate Time Series

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.

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