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The R package CVEK introduces a suite of flexible machine learning models and robust hypothesis tests for learning the joint nonlinear effects of multiple covariates in limited samples. It implements the Cross-validated Ensemble of Kernels…
A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…
We present R package mnlogit for training multinomial logistic regression models, particularly those involving a large number of classes and features. Compared to existing software, mnlogit offers speedups of 10x-50x for modestly sized…
IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and L\'evy processes. The package includes functionalities for process simulation, including full…
This paper presents a novel spatio-temporal LSTM (SPATIAL) architecture for time series forecasting applied to environmental datasets. The framework was evaluated across multiple sensors and for three different oceanic variables: current…
For researchers in electromyography (EMG), and similar biosginals, signal processing is naturally an essential topic. There are a number of excellent tools available. To these one may add the freely available open source statistical…
We propose a novel multilinear dynamical system (MLDS) in a transform domain, named $\mathcal{L}$-MLDS, to model tensor time series. With transformations applied to a tensor data, the latent multidimensional correlations among the frontal…
In this paper we present the development of a modulated web based statistical system, hereafter MWStat, which shifts the statistical paradigm of analyzing data into a real time structure. The MWStat system is useful for both online storage…
Multivariate linear mixed models (mvLMMs) have been widely used in many areas of genetics, and have attracted considerable recent interest in genome-wide association studies (GWASs). However, fitting mvLMMs is computationally non-trivial,…
Statistical analyses proceed by an iterative process of model fitting and checking. The R-INLA package facilitates this iteration by fitting many Bayesian models much faster than alternative MCMC approaches. As the interpretation of results…
Continuous sign language recognition (cSLR) is a public significant task that transcribes a sign language video into an ordered gloss sequence. It is important to capture the fine-grained gloss-level details, since there is no explicit…
Increased use of sensor signals from wearable devices as rich sources of physiological data has sparked growing interest in developing health monitoring systems to identify changes in an individual's health profile. Indeed, machine learning…
In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univariate and multivariate portmanteau test statistics, including…
Multivariate time series (MTS) prediction plays a key role in many fields such as finance, energy and transport, where each individual time series corresponds to the data collected from a certain data source, so-called channel. A typical…
We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…
Multiple speckle diffusing wave spectroscopy (MSDWS) can be applied to measure spatially heterogeneous mechanical behavior in soft solids, with high sensitivity to deformation and both spatial and temporal resolution. In this paper, we…
We perform a Bayesian analysis of the p-variate skew-t model, providing a new parameterization, a set of non-informative priors and a sampler specifically designed to explore the posterior density of the model parameters. Extensions, such…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
GWR is a popular approach for investigating the spatial variation in relationships between response and predictor variables, and critically for investigating and understanding process spatial heterogeneity. The geographically weighted (GW)…
Multivariate time series classification is an important computational task arising in applications where data is recorded over time and over multiple channels. For example, a smartwatch can record the acceleration and orientation of a…