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Topics In Multivariate Time Series Analysis: Statistical Control, Dimension Reduction Visualization And Their Business Applications, Xuan Huang

Open Access Dissertations

Most business processes are, by nature, multivariate and autocorrelated. High-dimensionality is rooted in processes where more than one variable is considered simultaneously to provide a more comprehensive picture. Time series models are preferable to an independently identically distributed (I.I.D.) model because they capture the fact that many processes have a memory of their past. Examples of multivariate autocorrelation can be found in processes in the business fields such as Operations Management, Finance and Marketing. The topic of statistical control is most relevant to Quality Management. While both multivariate I.I.D. processes and univariate autocorrelated processes have received much attention in the …