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cs.LG2021
Modeling Regime Shifts in Multiple Time Series
Etienne Gael Tajeuna, Mohamed Bouguessa, Shengrui Wang
We investigate the problem of discovering and modeling regime shifts in an ecosystem comprising multiple time series known as co-evolving time series. Regime shifts refer to the ch…
cs.LG2020★ 2 cited
Spatiotemporal Adaptive Neural Network for Long-term Forecasting of Financial Time Series
Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang
Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent…