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Extracting Useful Information from
Multivariate Temporal Data
Artur Dubrawski
INTRODUCTION
Many of the important big data sets encountered in practice assume the
form of a record of transactions. Each entry in such data typically includes
date and time of an event (such as a nonprescription drug purchase trans-
action or a record of a repair of a vehicle) and a potentially large number
of descriptors characterizing the event (e.g., the type, dose, and quantity of
the medicine sold or the model year, make, conguration, and description
of failure of the vehicle). Time- stamped transactional data can be used
to answer various questions of p