Multi-event decision making over multivariate time series

Chun Kit Ngan, Alexander Brodsky, Jessica Lin

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


We propose a multidimentional time-point model and algorithm to solve multi-event expert query parametric estimation (ME-EQPE) problems over multivariate time series. Our proposed model and algorithm combine the strengths of both domain-knowledge-based and formal-learning-based approaches to learn optimal decision parameters for maximising utility over multivariate time series. More specifically, our approach solves the decision optimisation problems to maximise the utility from multiple decision time points, as well as maintaining an optimality of the learned multiple sets of decision parameters in their respective events during the computations. We show that our approach produces a reasonable forecasting result by using the learned multiple sets of decision parameters.

Original languageEnglish (US)
Pages (from-to)263-282
Number of pages20
JournalInternational Journal of Information and Decision Sciences
Issue number3
StatePublished - Jan 1 2013

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Strategy and Management
  • Information Systems and Management
  • Management of Technology and Innovation


Dive into the research topics of 'Multi-event decision making over multivariate time series'. Together they form a unique fingerprint.

Cite this