A framework for modelling short, high-dimensional multivariate time series

Abstract

Short, high-dimensionalMultivariateTime Series (MTS) data are common in many fields such as medicine, finance and science, and any advance in modelling this kind of data would be beneficial. Nowhere is this more true than functional genomics where effective ways of analyzing gene expression data are urgently needed. Progress in this area could help obtain a “global” view of biological processes, and ultimately lead to a great improvement in the quality of human life. We present a computational framework for modelling this type of data, and report preliminary experimental results of applying this framework to the analysis of gene expression data in the virology domain. The framework contains a threestep modelling strategy: correlation search, variable grouping, and short MTS modelling. Novel research is involved in each step which has been individually tested on different real-world datasets in engineering and medicine. This is the first attempt to integrate all these components into a coherent computational framework, and test the framework on a very challenging application area, which has produced promising results. Show more