1. Introduction Time series data are numerical values used in complex networked systems to describe objects that vary over time [1,2,3]. The matrix X = x 1 , x 2 , … , x m = ( x 1 , x 2 , … , x k ) T is used as the mathematical expression for the time series, with m representing the number of exogenous driving variables, and the meaning of k is the data length of the time series. A univariate time series occurs when m= 1, while a multi-variate time series occurs when m is greater than 1 [4].
