Vector time series are a natural generalization of ordinary (scalar) time series. Vector time series are measurements of a vector variable taken at regular intervals over time. They are represented as sequences of vector values like
| V(1), V(2), … |
An simplest example of vector time series is weather records averaged over 24-hours, where V(i) = (T(i), P(i)) ; T(i) and P(i) are average atmospheric temperature and pressure at the (i)th day, respectively.