Vector Prediction, Event Scale Version

The only difference from the scalar case is that we predict not a single call rate $z_i$ of the next period $i$, but some vector $z_i=(z_{ij},\j=1,...,J)$ defining the call rates of different parts $j$ of the period $i$. We start by considering daily predictions where index $i$ denotes days and the index $j$ denotes hours.