5 citations · 6 across the 4 of their papers we have counts for
4 papers
Online Sequential Leveraging Sampling Method for Streaming Autoregressive Time Series with Application to Seismic Data
Rui Xie, T. N. Sriram, Wei Biao Wu +1
Seismic data contain complex temporal information that arrives at high speed and has a large, even potentially unbounded volume. The explosion of temporally correlated streaming da…
Comparative Analysis of Global and Local Probabilistic Time Series Forecasting for Contiguous Spatial Demand Regions
Jiahe Ling, Wei Biao Wu
This study evaluates three probabilistic forecasting strategies using LightGBM: global pooling, cluster-level pooling, and station-level modeling across a range of scenarios, from…
Almost sure invariance principle of mixing time series in Hilbert space
Jianya Lu, Wei Biao Wu, Zhijie Xiao +1
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary mixing stochastic processes defined on Hilbert space. Our result can…
Estimation of dynamic networks for high-dimensional nonstationary time series
Mengyu Xu, Xiaohui Chen, Wei Biao Wu
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural break…