2 papers
stat.ME2026
Improved Forecasting for Multivariate Time Series using GNAR models with General Inverse Distance Weights
Hengxu Liu, Guy P. Nason, Sourav Das +1
Many multivariate time series arise on networks where relationships between variables depend on physical or more general distances. Standard vector autoregressive models struggle i…
stat.ME2023
New Methods for Network Count Time Series
Hengxu Liu, Guy Nason
The original generalized network autoregressive models are poor for modelling count data as they are based on the additive and constant noise assumptions, which is usually inapprop…