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stat.ML2023
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff +1
In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series…
stat.ML2020★ 1.8k cited
Time Series Forecasting With Deep Learning: A Survey
Bryan Lim, Stefan Zohren
Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder an…