相关论文: Inference for Network Count Time Series with the R…

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…

We propose a statistical model for networks of event count sequences built on a cascade structure. We assume that each event triggers successor events, whose counts follow additive probability distributions; the ensemble of counts is given…

In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…

We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…

Systems that rely on forecasts to make decisions, e.g. control or energy trading systems, require frequent updates of the forecasts. Usually, the forecasts are updated whenever new observations become available, hence in an online setting.…

The proliferation of large-scale and structurally complex data has spurred the integration of machine learning methods into statistical modeling. Recurrent neural networks (RNNs), a foundational class of models for time-dependent data, can…

The problem of predicting links in large networks is an important task in a variety of practical applications, including social sciences, biology and computer security. In this paper, statistical techniques for link prediction based on the…

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical…

State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential…

A major challenge for causal inference from time-series data is the trade-off between computational feasibility and accuracy. Motivated by process motifs for lagged covariance in an autoregressive model with slow mean-reversion, we propose…

Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to characterize dependence between components of a multivariate time…

Radar pulse streams exhibit increasingly complex temporal patterns and can no longer rely on a purely value-based analysis of the pulse attributes for the purpose of emitter classification. In this paper, we employ Recurrent Neural Networks…

Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…

Recurrent networks have achieved great success on various sequential tasks with the assistance of complex recurrent units, but suffer from severe computational inefficiency due to weak parallelization. One direction to alleviate this issue…

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

We present a method for the joint analysis of a panel of possibly nonstationary time series. The approach is Bayesian and uses a covariate-dependent infinite mixture model to incorporate multiple time series, with mixture components…

Network time series are becoming increasingly important across many areas in science and medicine and are often characterised by a known or inferred underlying network structure, which can be exploited to make sense of dynamic phenomena…

The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena…