264 citations · 864 across the 22 of their papers we have counts for
5 papers · 1 filter
Capturing usage patterns in bike sharing system via multilayer network fused Lasso
Yunjin Choi, Haeran Cho, Hyelim Son
Data collected from a bike-sharing system exhibit complex temporal and spatial features. We analyze shared-bike usage data collected in three large cities at the level of individua…
Moving sum procedure for change point detection under piecewise linearity
Joonpyo Kim, Hee-Seok Oh, Haeran Cho
We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects mul…
Robust multiscale estimation of time-average variance for time series segmentation
Euan T. McGonigle, Haeran Cho
There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scale…
High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling
Haeran Cho, Hyeyoung Maeng, Idris A. Eckley +1
Vector autoregressive (VAR) models are popularly adopted for modelling high-dimensional time series, and their piecewise extensions allow for structural changes in the data. In VAR…
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
Matteo Barigozzi, Haeran Cho, Dom Owens
We propose FNETS, a methodology for network estimation and forecasting of high-dimensional time series exhibiting strong serial- and cross-sectional correlations. We operate under…