6 citations · 11 across the 4 of their papers we have counts for
4 papers
Deep Switching State Space Model (DSM) for Nonlinear Time Series Forecasting with Regime Switching
Xiuqin Xu, Hanqiu Peng, Ying Chen
Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors. These features present technical challenges in modeling, infer…
Deep Stochastic Volatility Model
Xiuqin Xu, Ying Chen
Volatility for financial assets returns can be used to gauge the risk for financial market. We propose a deep stochastic volatility model (DSVM) based on the framework of deep late…
Electrocardiogram Classification and Visual Diagnosis of Atrial Fibrillation with DenseECG
Dacheng Chen, Dan Li, Xiuqin Xu +2
Atrial Fibrillation (AF) is a common cardiac arrhythmia affecting a large number of people around the world. If left undetected, it will develop into chronic disability or even ear…
Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression
Xiuqin Xu, Ying Chen, Yannig Goude +1
Probabilistic forecasting of electricity load curves is of fundamental importance for effective scheduling and decision making in the increasingly volatile and competitive energy m…