Related papers: An integer-valued time series model for multivaria…
In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic…
Mobile health has emerged as a major success for tracking individual health status, due to the popularity and power of smartphones and wearable devices. This has also brought great challenges in handling heterogeneous, multi-resolution data…
Thanks to high-tech measurement systems like sensors, data are often collected with high frequency in modern industrial processes. This phenomenon could potentially produce autocorrelated and cross-correlated measurements. It has been shown…
Prediction is a key issue in time series analysis. Just as classical mean regression models, classical autoregressive methods, yielding L$^2$ point-predictions, provide rather poor predictive summaries; a much more informative approach is…
We consider an integer-valued time series $Y=(Y_t)_{t\in\Z}$ where the models after a time $k^*$ is Poisson autoregressive with the conditional mean that depends on a parameter $\theta^*\in\Theta\subset\R^d$. The structure of the process…
Current approaches for modeling propagation in networks (e.g., spread of disease) are unable to adequately capture temporal properties of the data such as order and duration of evolving connections or dynamic likelihoods of propagation…
In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…
We consider the change-point detection in multivariate continuous and integer valued time series. We propose a Wald-type statistic based on the estimator performed by a general contrast function; which can be constructed from the…
We propose a novel model-based clustering approach for samples of time series. We assume as a unique commonality that two observations belong to the same group if structural changes in their behaviours happen at the same time. We resort to…
Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of…
Time series observations are ubiquitous in astronomy, and are generated to distinguish between different types of supernovae, to detect and characterize extrasolar planets and to classify variable stars. These time series are usually…
Immune events such as infection, vaccination, and a combination of the two result in distinct time-dependent antibody responses in affected individuals. These responses and event prevalences combine non-trivially to govern antibody levels…
In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…
In many applications, data are observed as matrices with temporal dependence. Matrix-variate time series modeling is a new branch of econometrics. Although stylized facts in several fields, the existing models do not account for regime…
Integer-valued time series are widely present in many fields, such as finance, economics, disease transmission, and traffic flow. With data dimensions surging, the traditional multivariate generalized integer autoregressive (MGINAR) model…
Time series prediction with missing values is an important problem of time series analysis since complete data is usually hard to obtain in many real-world applications. To model the generation of time series, autoregressive (AR) model is a…
The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…
We present "interoperability" as a guiding framework for statistical modelling to assist policy makers asking multiple questions using diverse datasets in the face of an evolving pandemic response. Interoperability provides an important set…
Inverse statistical physics aims at inferring models compatible with a set of empirical averages estimated from a high-dimensional dataset of independently distributed equilibrium configurations of a given system. However, in several…
Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…