Results 21 to 30 of about 211,599 (259)

The Arrow of Time in Multivariate Time Series

, 2016
We prove that a time series satisfying a (linear) multivariate autoregressive moving average (VARMA) model satisfies the same model assumption in the reversed time direction, too, if all innovations are normally distributed. This reversibility breaks down if the innovations are non-Gaussian.
Bauer, S., Schölkopf, B., Peters, J.
openaire   +4 more sources

Control Charts for Multivariate Nonlinear Time Series

Revstat Statistical Journal, 2015
In this paper control charts for the simultaneous monitoring of the means and the variances of multivariate nonlinear time series are introduced. The underlying target process is assumed to be a constant conditional correlation process (cf. [3]).
Robert Garthoff , Iryna Okhrin , Wolfgang Schmid   +2 more
doaj   +1 more source

Skip-RCNN: A Cost-Effective Multivariate Time Series Forecasting Model

IEEE Access, 2023
Multivariate time series (MTS) forecasting is a crucial aspect in many classification and regression tasks. In recent years, deep learning models have become the mainstream framework for MTS forecasting. Among these deep learning methods, the transformer
Haitao Song, Han Zhang, Tianyi Wang, Jiajia Li, Zikai Wang, Hongyu Ji, Yijun Chen   +6 more
doaj   +1 more source

Comparing climate time series – Part 2: A multivariate test [PDF]

Advances in Statistical Climatology, Meteorology and Oceanography, 2021
This paper proposes a criterion for deciding whether climate model simulations are consistent with observations. Importantly, the criterion accounts for correlations in both space and time.
T. DelSole, M. K. Tippett
doaj   +1 more source

Clustering of multivariate time-series data [PDF]

Proceedings of the 2002 American Control Conference (IEEE Cat. No.CH37301), 2002
A new methodology for clustering multivariate time-series data is proposed. The methodology is based on calculation of the degree of similarity between multivariate time-series datasets using two similarity factors. One similarity factor is based on principal component analysis and the angles between the principal component subspaces while the other is
Ashish Singhal, Dale E. Seborg
openaire   +1 more source

Post Constraint and Correction: A Plug-and-Play Module for Boosting the Performance of Deep Learning Based Weather Multivariate Time Series Forecasting

Applied Sciences
Weather forecasting is essential for various applications such as agriculture and transportation, and relies heavily on meteorological sequential data such as multivariate time series collected from weather stations.
Zhengrui Wang, Zhongwen Luo, Zirui Yang, Yuanyuan Liu   +3 more
doaj   +1 more source

Identifying, exploring, and interpreting time series shapes in multivariate time intervals

Visual Informatics, 2023
We introduce a concept of episode referring to a time interval in the development of a dynamic phenomenon that is characterized by multiple time-variant attributes. A data structure representing a single episode is a multivariate time series.
Gota Shirato, Natalia Andrienko, Gennady Andrienko   +2 more
doaj   +1 more source

Monitoring multivariate time series

Journal of Multivariate Analysis, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

DTMamba : Dual Twin Mamba for Time Series Forecasting

Tsinghua Science and Technology
Long-term Time Series Forecasting (LTSF) has always been an important task where models need to effectively capture hidden patterns in the time series in order to make accurate predictions about future states.
Zexue Wu, Yifeng Gong, Aoqian Zhang, Boyang Li   +3 more
doaj   +1 more source

Multivariate time series prediction based on AR_CLSTM

Journal of Measurement Science and Instrumentation, 2021
Time series is a kind of data widely used in various fields such as electricity forecasting, exchange rate forecasting, and solar power generation forecasting, and therefore time series prediction is of great significance.
QIAO Gangzhu, SU Rong, ZHANG Hongfei
doaj