deep neural networks 1forecasting 1frequency alignment 1mixed-frequency time series 1parameter sharing 1
From the 1 of 2 linked papers with an AI index.
2 papers
stat.ME2026
Mixed-Frequency Time Series Forecasting via Depth-Separable Neural Networks
Yize Wang, Qianqian Zhu, Guodong Li
The paper proposes a deep neural network architecture that aligns mixed-frequency time series using nonlinear transformations, with parameter sharing across stages to improve forec…
stat.ME2025
An Efficient and Interpretable Autoregressive Model for High-Dimensional Tensor-Valued Time Series
Yuxi Cai, Lan Li, Yize Wang +1
In autoregressive modeling for tensor-valued time series, Tucker decomposition, when applied to the coefficient tensor, provides a clear interpretation of supervised factor modelin…