30 citations · 30 across the 1 of their papers we have counts for
3 papers
cs.LG2017★ 30 cited
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…
math.ST2016
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…
cs.LG2016
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…