30 citations · 60 across the 4 of their papers we have counts for
4 papers
R2N2: Residual Recurrent Neural Networks for Multivariate Time Series Forecasting
Hardik Goel, Igor Melnyk, Arindam Banerjee
Multivariate time-series modeling and forecasting is an important problem with numerous applications. Traditional approaches such as VAR (vector auto-regressive) models and more re…
Estimating Structured Vector Autoregressive Model
Igor Melnyk, Arindam Banerjee
While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settin…
Semi-Markov Switching Vector Autoregressive Model-based Anomaly Detection in Aviation Systems
Igor Melnyk, Arindam Banerjee, Bryan Matthews +1
In this work we consider the problem of anomaly detection in heterogeneous, multivariate, variable-length time series datasets. Our focus is on the aviation safety domain, where da…
A Spectral Algorithm for Inference in Hidden Semi-Markov Models
Igor Melnyk, Arindam Banerjee
Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs).…