189 citations · 888 across the 107 of their papers we have counts for
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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…
Partial Wavelet Canonical Coherence for Nonstationary Signals with High Dimensional Confounders
Haibo Wu, Marina I. Knight, Hernando Ombao
We develop Partial Wavelet Canonical Coherence for measuring the direct canonical association between two multivariate nonstationary time series after adjustment for possibly high-…
Topological Effective Connectivity Modeling in Brain Networks
Anass El-Yaagoubi, Moo K. Chung, Hernando Ombao
Characterizing directed information flow in brain networks is difficult because neural circuits are full of recurrent feedback loops. Many existing tools for directed dependence as…
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…
Functional MRI Time Series Generation via Wavelet-Based Image Transform and Spectral Flow Matching for Brain Disorder Identification
Hwa Hui Tew, Junn Yong Loo, Fang Yu Leong +6
Functional Magnetic Resonance Imaging (fMRI) provides non-invasive access to dynamic brain activity by measuring blood oxygen level-dependent (BOLD) signals over time. However, the…
Causality as a Minimum Energy Principle
Moo K. Chung, D. Vijay Anand, Anass B El-Yaagoubi +3
Classical causal models, such as Granger causality and structural equation modeling, are largely restricted to acyclic interactions and struggle to represent cyclic and higher-orde…
Forecasting Multivariate Time Series under Predictive Heterogeneity: A Validation-Driven Clustering Framework
Ziling Ma, Ángel López Oriona, Hernando Ombao +1
We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail t…