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stat.ME2024
Temporal Wasserstein Imputation: A Versatile Method for Time Series Imputation
Shuo-Chieh Huang, Tengyuan Liang, Ruey S. Tsay
Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel…
stat.ME2024
Time Series Forecasting with Many Predictors
Shuo-Chieh Huang, Ruey S. Tsay
We propose a novel approach for time series forecasting with many predictors, referred to as the GO-sdPCA, in this paper. The approach employs a variable selection method known as…