1.2k citations · 3.4k across the 72 of their papers we have counts for
3 papers · 2 filters
Fitting Jump Models
A. Bemporad, V. Breschi, D. Piga +1
We describe a new framework for fitting jump models to a sequence of data. The key idea is to alternate between minimizing a loss function to fit multiple model parameters, and min…
Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data
David Hallac, Sagar Vare, Stephen Boyd +1
Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complica…
Network Inference via the Time-Varying Graphical Lasso
David Hallac, Youngsuk Park, Stephen Boyd +1
Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends,…