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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…
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…