Multivariate time series (MTS) datasets are very common in various financial, multimedia, and hydrological fields. In this paper, a dimension-combination method is proposed to search similar sequences for MTS. Firstly, the similarity of single-dimension series is calculated; then the overall similarity of the MTS is obtained by synthesizing each of the single-dimension similarity based on weigh...

Time series analysis has proven to be a powerful method characterize several phenomena in biology, neuroscience and economics, understand some of their underlying dynamical features. Several methods have been proposed for the multivariate time series, yet most them neglect effect non-pairwise interactions on emerging dynamics. Here, we propose framework temporal evolution higher-order dependenc...

We introduce a general approach which unifies some previous attempts for modeling the dynamic of multivariate time series or regression analysis when data are mixed type (binary/count/continuous). Our is quite flexible since conditionally on past values, each coordinate at t can have distribution compatible with standard univariate model such as GARCH, ARMA, INGARCH logistic models whereas valu...