22 citations · 66 across the 26 of their papers we have counts for
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stat.ML2021
Toeplitz Least Squares Problems, Fast Algorithms and Big Data
Ali Eshragh, Oliver Di Pietro, Michael A. Saunders
In time series analysis, when fitting an autoregressive model, one must solve a Toeplitz ordinary least squares problem numerous times to find an appropriate model, which can sever…
stat.ME2021
Rollage: Efficient Rolling Average Algorithm to Estimate ARMA Models for Big Time Series Data
Ali Eshragh, Glen Livingston, Thomas McCarthy McCann +1
We develop a new efficient algorithm for the analysis of large-scale time series data. We firstly define rolling averages, derive their analytical properties, and establish their a…