1 citations · 1 across the 3 of their papers we have counts for
3 papers
stat.ME2025★ 1 cited
Bayesian online collective anomaly and change point detection in fine-grained time series
Xian Chen, Weichi Wu
Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint o…
stat.ME2023
A Random Graph-based Autoregressive Model for Networked Time Series
Weichi Wu, Chenlei Leng
Contemporary time series data often feature objects connected by a social network that naturally induces temporal dependence involving connected neighbours. The network vector auto…
stat.ME2023
Time-varying correlation network analysis of non-stationary multivariate time series with complex trends
Lujia Bai, Weichi Wu
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time serie…