Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes

IEEE Trans Vis Comput Graph. 2016 Jan;22(1):151-9. doi: 10.1109/TVCG.2015.2467612.

Abstract

Order selection of autoregressive processes is an active research topic in time series analysis, and the development and evaluation of automatic order selection criteria remains a challenging task for domain experts. We propose a visual analytics approach, to guide the analysis and development of such criteria. A flexible synthetic model generator-combined with specialized responsive visualizations-allows comprehensive interactive evaluation. Our fast framework allows feedback-driven development and fine-tuning of new order selection criteria in real-time. We demonstrate the applicability of our approach in three use-cases for two general as well as a real-world example.

Publication types

  • Research Support, Non-U.S. Gov't