10 citations · 26 across the 6 of their papers we have counts for
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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★ 9 cited
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…