Hanqiu Peng

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20212026

most citedDeep Switching State Space Model (DS

^{3}

M) for Nonlinear Time Series Forecasting with Regime Switching

1 citations · 1 across the 6 of their papers we have counts for

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cs.LG2021★ 1 cited

Deep Switching State Space Model (DS $^{3}$ M) for Nonlinear Time Series Forecasting with Regime Switching

Xiuqin Xu, Hanqiu Peng, Ying Chen

Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors. These features present technical challenges in modeling, infer…

Deep Switching State Space Model (DS3M) for Nonlinear Time Series Forecasting with Regime Switching

Deep Switching State Space Model (DS $^{3}$ M) for Nonlinear Time Series Forecasting with Regime Switching