Time series in m-dimensions definition, problems and prospects
Leo A. Aroian · Communications in Statistics - Simulation and Computation · 1980
We define time series in m dimensions x, as follows: the observed variable z depends on and similarly n time series in m variables where f(x,t) and x are vectors. This is the discrete case. The continuous case is similar. Distinction is made between m time series in zero dimension, at a particular point x, and one time series in m dimensions.