Email this article 
Hide
Show all
| Authors: | Roger Peng | ||||||
| Title: | A Method for Visualizing Multivariate Time Series Data | ||||||
| Abstract: | Visualization and exploratory analysis is an important part of any data analysis and is made more challenging when the data are voluminous and high-dimensional. One such example is environmental monitoring data, which are often collected over time and at multiple locations, resulting in a geographically indexed multivariate time series. Financial data, although not necessarily containing a geographic component, present another source of high-volume multivariate time series data. We present the mvtsplot function which provides a method for visualizing multivariate time series data. We outline the basic design concepts and provide some examples of its usage by applying it to a database of ambient air pollution measurements in the United States and to a hypothetical portfolio of stocks. | ||||||
|
Page views:: 16077. Submitted: 2008-01-15. Published: 2008-03-31. |
|||||||
| Paper: |
A Method for Visualizing Multivariate Time Series Data
Download PDF
(Downloads: 16536)
|
||||||
| Supplements: |
| ||||||
| DOI: |
10.18637/jss.v025.c01
|
This work is licensed under the licenses Paper: Creative Commons Attribution 3.0 Unported License Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license. |