TY - JOUR AU - Peng, Roger PY - 2008/03/31 Y2 - 2024/03/28 TI - A Method for Visualizing Multivariate Time Series Data JF - Journal of Statistical Software, Code Snippets JA - J. Stat. Soft. VL - 25 IS - 1 SE - Code Snippets DO - 10.18637/jss.v025.c01 UR - https://www.jstatsoft.org/index.php/jss/article/view/v025c01 SP - 1 - 17 AB - 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. ER -