Modélisation de séries temporelles multiples et multidimensionnelles (original) (raw)

2010, Monde des Util. Anal. Données

The most relevant elements in this paper are the automatic extraction of temporal data from Official databases and the modelization attempt of some multiple time series by exogenous other multiple time series. The results are applied on to an Epidemiological problem of modeling cancer rates incidence over twenty years, for different countries all over the world. Many issues come up when getting the data: most of the data bases are not available in the same format, some data bases are limited in terms of the number of lines that are allowed for a single query, and after importing the data, one needs to have coherence and continuity over time for each variable. The variables may cover various domains and their definition may have changed over time: expert knowledge is needed to achieve the final attribute coding and validate the retained data. A pre processing phase is then carried on: splines functions for smoothing atypical values and for filling the remaining missing data by interp...