We analyze multivariate binary time series using a mixed parameterization in terms of the conditional expectations given the past and the pairwise canonical interactions among contemporaneous variables. This allows consistent inference on the influence of past variables even if the...

Recent analysis in chatter modelling of BTA deep-hole drilling consisted in phenomenological modelisation of relationships between the observed time series and appearance of chatter during the process. Using the newly developed MEWMA control chart [4, 5], it has even been possible to predict the...