2 papers
stat.ME2025
Tensor Stochastic Regression for High-dimensional Time Series via CP Decomposition
Shibo Li, Yao Zheng
As tensor-valued data become increasingly common in time series analysis, there is a growing need for flexible and interpretable models that can handle high-dimensional predictors…
stat.ML2025
Online Conformal Model Selection for Nonstationary Time Series
Shibo Li, Yao Zheng
This paper introduces the MPS (Model Prediction Set), a novel framework for online model selection for nonstationary time series. Classical model selection methods, such as informa…