We present methods for the systematic modelling and clustering of time series. Our data is
associated with behavioral studies of alcoholism in animals. We analyze multivariate time series
obtained from an automated drinkometer system. Here, rats have free access to water and
three alcoholic solutions (this being the baseline treatment level), which is then interrupted by
repeated deprivation phases. We develop a methodology to simultaneously classify into- and
characterize dynamic patterns of the observed drinking behavior. This is achieved by extending
known results on generalized linear models (GLM) for univariate time series to the multivariate
case. We simplify the computational fitting procedure, by assuming a shared seasonal pattern
throughout individuals and implementing an estimation maximization (EM) algorithm to fit
mixtures of the mentioned multivariate GLM. A partition of the data, as well as a characterization
of each group is obtained. The observed patterns of drinking behavior differ in their
preference profile for the three alcoholic solutions, and also in the net alcohol intake. We observe
an evolution of the drinking behavior over the repeated cycles of alcohol admission and
deprivation, with a clear initial preference profile and a development to one of the advanced
profiles. Furthermore, to measure the alcohol deprivation effect in this 4-bottle setting, a new
criterion is developed, which enables us to classify each rat into presenting ADE or not. This
classification shows that the rats develop a tolerance to taste adulteration after few deprivation
phases. The proposed framework can be employed to find differences in behavior between different
conditions and/or groups of animals and in the prediction of alcoholism from early phases
of alcohol intake. The developed methods can also be used in different fields, where the analysis
of time series plays an important role (e.g. microarray analysis and neuroscience)