R-Checkpoint Algorithm for Multi-Event Decision Making over Multivariate Time Series

@inproceedings{Ngan2012RCheckpointAF,
  title={R-Checkpoint Algorithm for Multi-Event Decision Making over Multivariate Time Series},
  author={Chun-Kit Ngan and Alexander Brodsky and Jessica D Lin},
  booktitle={DSS},
  year={2012}
}
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 maximizing utility over multivariate time series. More specifically, our approach solves the decision optimization problems to maximize the utility from multiple… CONTINUE READING

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