18 citations · 19 across the 9 of their papers we have counts for
10 papers
Scalable Regularized Vector Multiplicative Error Models for Positive-valued Financial Time Series
Rohan Hemant Chhatre, Chiranjit Dutta, Nalini Ravishanker +1
The logarithmic multiplicative error model (log-vMEM) has been useful in modeling and forecasting multivariate positive-valued financial time series. The number of parameters grow…
Detection of Structural Distortions in Functional Time Series
Debanjana Datta, Rituparna Sen, Nalini Ravishanker
In the era of modern data science, the rapid proliferation of high-dimensional and functional datasets has fostered increasing interest in the investigation of paradigm shifts and…
Modeling Multiple Irregularly Spaced Financial Time Series
Chiranjit Dutta, Nalini Ravishanker, Sumanta Basu
In this paper we propose univariate volatility models for irregularly spaced financial time series by modifying the regularly spaced stochastic volatility models. We also extend th…
Modeling Multivariate Positive-Valued Time Series Using R-INLA
Chiranjit Dutta, Nalini Ravishanker, Sumanta Basu
In this paper we describe fast Bayesian statistical analysis of vector positive-valued time series, with application to interesting financial data streams. We discuss a flexible le…
Anomaly Detection in Energy Usage Patterns
Henry Linder, Nalini Ravishanker, Ming-Hui Chen +2
Energy usage monitoring on higher education campuses is an important step for providing satisfactory service, lowering costs and supporting the move to green energy. We present a c…
Spatiotemporal Analysis of Ridesourcing and Taxi Demand by Taxi zones in New York City
Patrick Toman, Jingyue Zhang, Nalini Ravishanker +1
The burst of demand for TNCs has significantly changed the transportation landscape and dramatically disrupted the Vehicle for Hire (VFH) market that used to be dominated by taxica…
Nonlinear Time Series Classification Using Bispectrum-based Deep Convolutional Neural Networks
Paul A. Parker, Scott H. Holan, Nalini Ravishanker
Time series classification using novel techniques has experienced a recent resurgence and growing interest from statisticians, subject-domain scientists, and decision makers in bus…
Topological Data Analysis (TDA) for Time Series
Nalini Ravishanker, Renjie Chen
The study of topology is strictly speaking, a topic in pure mathematics. However in only a few years, Topological Data Analysis (TDA), which refers to methods of utilizing topologi…
Clustering Activity-Travel Behavior Time Series using Topological Data Analysis
Renjie Chen, Jingyue Zhang, Nalini Ravishanker +1
Over the last few years, traffic data has been exploding and the transportation discipline has entered the era of big data. It brings out new opportunities for doing data-driven an…
Efficient Sequential and Parallel Algorithms for Estimating Higher Order Spectra
Abdullah-Al Mamun, Zigeng Wang, Xingyu Cai +2
Polyspectral estimation is a problem of great importance in the analysis of nonlinear time series that has applications in biomedical signal processing, communications, geophysics,…