4 citations · 6 across the 2 of their papers we have counts for
2 papers
cs.LG2022★ 2 cited
Time Series Prediction under Distribution Shift using Differentiable Forgetting
Stefanos Bennett, Jase Clarkson
Time series prediction is often complicated by distribution shift which demands adaptive models to accommodate time-varying distributions. We frame time series prediction under dis…
stat.ML2022★ 4 cited
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market
Stefanos Bennett, Mihai Cucuringu, Gesine Reinert
In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution w…