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20232026
most citedProbabilistic Reduced-Dimensional Vector Autoregressive Modeling with Oblique Projections

5 citations · 5 across the 4 of their papers we have counts for

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math.OC2023

Probabilistic Reduced-Dimensional Vector Autoregressive Modeling for Dynamics Prediction and Reconstruction with Oblique Projections

Yanfang Mo, Jiaxin Yu, S. Joe Qin

In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model with oblique projections. This model partitions the measurement space into a dyn…