Related papers: Multiple Change Point Detection in Structured VAR …

While visual autoregressive modeling (VAR) strategies have shed light on image generation with the autoregressive models, their potential for segmentation, a task that requires precise low-level spatial perception, remains unexplored.…

Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be…

High dimensional Vector Autoregressions (VAR) have received a lot of interest recently due to novel applications in health, engineering, finance and the social sciences. Three issues arise when analyzing VAR's: (a) The high dimensional…

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Multivariate time-series modeling and forecasting is an important problem with numerous applications. Traditional approaches such as VAR (vector auto-regressive) models and more recent approaches such as RNNs (recurrent neural networks) are…

The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility…

We discuss the issue of estimating large-scale vector autoregressive (VAR) models with stochastic volatility in real-time situations where data are sampled at different frequencies. In the case of a large VAR with stochastic volatility, the…

Multivariate time series can often have a large number of dimensions, whether it is due to the vast amount of collected features or due to how the data sources are processed. Frequently, the main structure of the high-dimensional time…

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Changepoint detection identifies times when the generative process of a time series changes, with applications in healthcare, cybersecurity, and finance. In multivariate settings, changes in cross-variable and temporal dependence are…

Ensuring traffic safety and preventing accidents is a critical goal in daily driving, where the advancement of computer vision technologies can be leveraged to achieve this goal. In this paper, we present a multi-view, multi-scale framework…

In model serving, having one fixed model during the entire often life-long inference process is usually detrimental to model performance, as data distribution evolves over time, resulting in lack of reliability of the model trained on…

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly focused on linear VAR models, these approaches can be…

Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by…

In this paper we present VART, a tool for automatically revealing regression faults missed by regression test suites. Interestingly, VART is not limited to faults causing crashing or exceptions, but can reveal faults that cause the…

For general panel data, by introducing network structure, network vector autoregressive (NVAR) model captured the linear inter dependencies among multiple time series. In this paper, we propose network vector autoregressive model for dyadic…

We build on the Visual Autoregressive Modeling (VAR) framework and formulate style transfer as conditional discrete sequence modeling in a learned latent space. Images are decomposed into multi-scale representations and tokenized into…

A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and instantaneous effects. The qualitative causal structure of an…

Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…