2 papers
cs.LG2023
Efficient Interpretable Nonlinear Modeling for Multiple Time Series
Kevin Roy, Luis Miguel Lopez-Ramos, Baltasar Beferull-Lozano
Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient…
eess.SP2021
Explainable nonlinear modelling of multiple time series with invertible neural networks
Luis Miguel Lopez-Ramos, Kevin Roy, Baltasar Beferull-Lozano
A method for nonlinear topology identification is proposed, based on the assumption that a collection of time series are generated in two steps: i) a vector autoregressive process…