2 papers
cs.LG2019
Compact Autoregressive Network
Di Wang, Feiqing Huang, Jingyu Zhao +2
Autoregressive networks can achieve promising performance in many sequence modeling tasks with short-range dependence. However, when handling high-dimensional inputs and outputs, t…
stat.ME2019
High-dimensional vector autoregressive time series modeling via tensor decomposition
Di Wang, Yao Zheng, Heng Lian +1
The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and l…