Related papers: A test for counting sequences of integer-valued au…
The original generalized network autoregressive models are poor for modelling count data as they are based on the additive and constant noise assumptions, which is usually inappropriate for count data. We introduce two new models (GNARI and…
This study reports a statistical analysis of monthly sunspot number time series and observes non homogeneity and asymmetry within it. Using Mann-Kendall test a linear trend is revealed. After identifying stationarity within the time series…
This work aims at solving the problems with intractable sparsity-inducing norms that are often encountered in various machine learning tasks, such as multi-task learning, subspace clustering, feature selection, robust principal component…
Although many time series are realizations from discrete processes, it is often that a continuous Gaussian model is implemented for modeling and forecasting the data, resulting in incoherent forecasts. Forecasts using a Poisson-Lindley…
Outlying observations are commonly encountered in the analysis of time series. In this paper the problem of detecting additive outliers in integer-valued time series is considered. We show how Gibbs sampling can be used to detect outlying…
Implicit neural representation (INR) characterizes the attributes of a signal as a function of corresponding coordinates which emerges as a sharp weapon for solving inverse problems. However, the capacity of INR is limited by the spectral…
Integer-valued time series models have been a recurrent theme considered in many papers in the last three decades, but only a few of them have dealt with models on $\mathbb Z$ (that is, including both negative and positive integers). Our…
We propose a procedure to decide between the null hypothesis of (strict) stationarity and the alternative of non-stationarity, in the context of a Random Coefficient AutoRegression (RCAR). The procedure is based on randomising a diagnostic…
In this work we deal with the problem of fitting an error density to the goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms. The test statistic is based on the…
Non-autoregressive (NAR) models have achieved a large inference computation reduction and comparable results with autoregressive (AR) models on various sequence to sequence tasks. However, there has been limited research aiming to explore…
Symbolic regression via genetic programming is a flexible approach to machine learning that does not require up-front specification of model structure. However, traditional approaches to symbolic regression require the use of protected…
In this paper, we present a nonparametric estimation procedure for the multivariate Hawkes point process. The timeline is cut into bins and -- for each component process -- the number of points in each bin is counted. The distribution of…
The first-order binomial autoregressive (BAR(1)) model is the most frequently used tool to analyze the bounded count time series. The BAR(1) model is stationary and assumes process parameters to remain constant throughout the time period,…
Conditional inference on arbitrary subsets of variables is a core problem in probabilistic inference with important applications such as masked language modeling and image inpainting. In recent years, the family of Any-Order Autoregressive…
Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…
This article develops the asymptotic distribution of the least squares estimator of the model parameters in periodicvector autoregressive time series models (hereafter PVAR) with uncorrelated but dependent innovations. When theinnovations…
Autoregressive networks can achieve promising performance in many sequence modeling tasks with short-range dependence. However, when handling high-dimensional inputs and outputs, the huge amount of parameters in the network lead to…
The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each…
A threshold autoregressive (TAR) model is a powerful tool for analyzing nonlinear multivariate time series, which includes special cases like self-exciting threshold autoregressive (SETAR) models and vector autoregressive (VAR) models. In…
Human activity recognition (HAR) ideally relies on data from wearable or environment-instrumented sensors sampled at regular intervals, enabling standard neural network models optimized for consistent time-series data as input. However,…