In bio-medical domains there are many
applications involving the modelling of
multivariate time series (MTS) data. One area
that has been largely overlooked so far is the
particular type of time series where the data set
consists of a large number of variables but with
a small number of observations. In this paper we
describe the development of a novel computational
method based on genetic algorithms that bypasses
the size restrictions of traditional statistical
MTS methods, makes no distribution assumptions,
and also locates the order and associated
parameters as a whole step. We apply this method to the prediction and modelling of glaucomatous
visual field deterioration
