11 citations · 21 across the 3 of their papers we have counts for
3 papers
Simultaneous Detection of Multiple Change Points and Community Structures in Time Series of Networks
Rex C. Y. Cheung, Alexander Aue, Seungyong Hwang +1
In many complex systems, networks and graphs arise in a natural manner. Often, time evolving behavior can be easily found and modeled using time-series methodology. Amongst others,…
Piecewise quantile autoregressive modeling for nonstationary time series
Alexander Aue, Rex C. Y. Cheung, Thomas C. M. Lee +1
We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the und…
Consistent Estimation for Partition-wise Regression and Classification Models
Rex C. Y. Cheung, Alexander Aue, Thomas C. M. Lee
Partition-wise models offer a flexible approach for modeling complex and multidimensional data that are capable of producing interpretable results. They are based on partitioning t…