124 citations · 550 across the 52 of their papers we have counts for
3 papers · 2 filters
High Dimensional Forecasting via Interpretable Vector Autoregression
William B. Nicholson, Ines Wilms, Jacob Bien +1
Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparamete…
Leveraging Cloud Data to Mitigate User Experience from "Breaking Bad"
Nicholas A. James, Arun Kejariwal, David S. Matteson
Low latency and high availability of an app or a web service are key, amongst other factors, to the overall user experience (which in turn directly impacts the bottomline). Exogeni…
A Bayesian Multivariate Functional Dynamic Linear Model
Daniel R. Kowal, David S. Matteson, David Ruppert
We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent,…