The course is an introduction to univariate and multivariate time series models.
本课程是对于单变量与多变量时间序列模型的一个介绍。
The transfer function-noise model is a kind of multivariate time series model which has much advantage in expressing dynamic mechanism of a system.
传递函数———噪声模型是一类多变量时间序列模型，它在表达系统动态影响机制方面有着独到的优势。
Similarity measure is a key technology of time series mining, whose existing methods are not available for the analysis of small-scale multivariate time series.
相似性度量是金融时间序列挖掘中的一项关键技术，但现有的度量方法不适合分析小规模的金融多元时间序列。
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