124 citations · 550 across the 52 of their papers we have counts for
5 papers · 1 filter
Non-fungible token transactions: data and challenges
Jason B. Cho, Sven Serneels, David S. Matteson
Non-fungible tokens (NFT) have recently emerged as a novel blockchain hosted financial asset class that has attracted major transaction volumes. Investment decisions rely on data a…
K-ARMA Models for Clustering Time Series Data
Derek O. Hoare, David S. Matteson, Martin T. Wells
We present an approach to clustering time series data using a model-based generalization of the K-Means algorithm which we call K-Models. We prove the convergence of this general a…
Interpretable Latent Variables in Deep State Space Models
Haoxuan Wu, David S. Matteson, Martin T. Wells
We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimate…
Bayesian Spillover Graphs for Dynamic Networks
Grace Deng, David S. Matteson
We present Bayesian Spillover Graphs (BSG), a novel method for learning temporal relationships, identifying critical nodes, and quantifying uncertainty for multi-horizon spillover…
Drift vs Shift: Decoupling Trends and Changepoint Analysis
Haoxuan Wu, Toryn L. J. Schafer, Sean Ryan +1
We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayes…