24 citations · 50 across the 49 of their papers we have counts for
4 papers · 1 filter
Adaptive Multi-Scale Forecasting and Gate-Localized Conformal Prediction for Multivariate Nonstationary Time Series
Ziling Ma, Junshu Jiang, Ángel López-Oriona +2
We propose ABF-T-GLCP, a model-agnostic framework for forecasting and uncertainty quantification in nonstationary multivariate time series. The central idea is to learn an adaptive…
Vector Space of Cycles
Moo K. Chung, Anass B. El-Yaagoubi, Hernando Ombao
Most statistical and machine learning methods for directed interactions focus on pairwise effects among variables. Even existing cyclic models represent feedback primarily through…
Canonical Tail Dependence for Soft Extremal Clustering of Multichannel Brain Signals
Mara Sherlin Talento, Jordan Richards, Raphael Huser +1
We develop a novel characterization of extremal dependence between two cortical regions of the brain when its signals display extremely large amplitudes. We show that connectivity…
Classification of High-dimensional Time Series in Spectral Domain using Explainable Features
Sarbojit Roy, Malik Shahid Sultan, Hernando Ombao
Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity…