Patterns of Dependencies in Dynamic Multivariate Data

  • Ursula Gather
  • Roland Fried
  • Michael Imhoff
  • Claudia Becker
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2447)

Abstract

In intensive care, clinical information systems permanently record more than one hundred time dependent variables. Besides the aim of recognising patterns like outliers, level changes and trends in such high-dimensional time series, it is important to reduce their dimension and to understand the possibly time-varying dependencies between the variables. We discuss statistical procedures which are able to detect patterns of dependencies within multivariate time series.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Ursula Gather
    • 1
  • Roland Fried
    • 1
  • Michael Imhoff
    • 2
  • Claudia Becker
    • 1
  1. 1.Department of StatisticsUniversity of DortmundDortmundGermany
  2. 2.Surgical DepartmentCommunity Hospital DortmundDortmundGermany

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