3 citations · 7 across the 16 of their papers we have counts for
4 papers · 1 filter
Personalized Federated Vector Autoregression with Personalization Diversity
Zhiyun Fan, Xiaoyu Zhang, Guodong Li +1
Personalized federated learning can improve estimation for high-dimensional time series while preserving client-specific dynamics. However, parameter heterogeneity creates a fundam…
Mixed-Frequency Time Series Forecasting via Depth-Separable Neural Networks
Yize Wang, Qianqian Zhu, Guodong Li
To better forecast mixed-frequency time series, it is the key to choose a suitable way for frequency alignment. However, the existing methods are all limited to linear transformati…
ParaRNN: An Interpretable and Parallelizable Recurrent Neural Network for Time-Dependent Data
Yuxi Cai, Lan Li, Feiqing Huang +1
The proliferation of large-scale and structurally complex data has spurred the integration of machine learning methods into statistical modeling. Recurrent neural networks (RNNs),…
Reduced-Rank Network Autoregression with Grouped Edge Effects
Qi Lyu, Xiaoyu Zhang, Guodong Li +1
We propose the Edge-Grouped Reduced-Rank Network Autoregressive model (Edge-Grouped RRNAR) for multivariate time series observed over a network. The model allows transmission effec…