SrVARM:  State Regularized Vector Autoregressive Model for Joint Learning...
Channel: VideoLecturesChannel
Date: 2021-04-12

SrVARM:  State Regularized Vector Autoregressive Model for Joint Learning of Hidden State Transitions and State-Dependent Inter-Variable Dependencies from Multi-variate Time Series

Authors: Tsung-Yu Hsieh,  Yiwei Sun,  Xianfeng Tang,  Suhang Wang,  Vasant Honavar