:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Ghosh, Anirban, Maiti, Raju
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Methodology
Accesso online:	https://arxiv.org/abs/2603.03954
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Parsimonious Modeling of Periodic Time Series Using Fourier and Wavelet Techniques
di: Davis, Rhea, et al.
Pubblicazione: (2025)

Multiple Imputation of Hierarchical Nonlinear Time Series Data with an Application to School Enrollment Data
di: Liu, Daphne H., et al.
Pubblicazione: (2024)

Fitting Sparse Markov Models to Categorical Time Series Using Convex Clustering
di: Majumder, Tuhin, et al.
Pubblicazione: (2022)

Changepoint Detection in Categorical Time Series with Application to Daily Total Cloud Cover in Canada
di: Li, Mo, et al.
Pubblicazione: (2026)

Time Series Forecasting with Many Predictors
di: Huang, Shuo-Chieh, et al.
Pubblicazione: (2024)

Improving Forecasts for Heterogeneous Time Series by "Averaging", with Application to Food Demand Forecast
di: Neubauer, Lukas, et al.
Pubblicazione: (2023)

Clustering methods for Categorical Time Series and Sequences : A scoping review
di: Khalifa, Ottavio, et al.
Pubblicazione: (2025)

Sliding-Window Signatures for Time Series: Application to Electricity Demand Forecasting
di: Drobac, Nina, et al.
Pubblicazione: (2025)

Autoregressive with Slack Time Series Model for Forecasting a Partially-Observed Dynamical Time Series
di: Okuno, Akifumi, et al.
Pubblicazione: (2023)

A Triginometric Seasonal Component Model and its Application to Time Series with Two Types of Seasonality
di: Kitagawa, G.
Pubblicazione: (2024)

Estimation of Poisson Autoregressive Model for Multiple Time Series
di: Redondo, Paolo Victor T., et al.
Pubblicazione: (2021)

Multiple Network Embedding for Anomaly Detection in Time Series of Graphs
di: Chen, Guodong, et al.
Pubblicazione: (2020)

SPINEX-TimeSeries: Similarity-based Predictions with Explainable Neighbors Exploration for Time Series and Forecasting Problems
di: Naser, Ahmed Z, et al.
Pubblicazione: (2024)

A Gentle Introduction to Conformal Time Series Forecasting
di: Stocker, M., et al.
Pubblicazione: (2025)

A Frequency-Domain Approach for Integrating Multiple Functional Time Series
di: Guo, Zerui, et al.
Pubblicazione: (2026)

Linguistic Approach to Time Series Forecasting
di: Lande, Dmytro, et al.
Pubblicazione: (2022)

ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting
di: Wang, Tingting, et al.
Pubblicazione: (2026)

A Time-Series Model for Areal Data Using Spatially Correlated Gaussian Processes
di: Posada, Alejandro Rozo, et al.
Pubblicazione: (2025)

Enhancing Forecasts Using Real-Time Data Flow and Hierarchical Forecast Reconciliation, with Applications to the Energy Sector
di: Neubauer, Lukas, et al.
Pubblicazione: (2024)

Bayesian Graphical High-Dimensional Time Series Models for Detecting Structural Changes
di: Ghosh, Shuvrarghya, et al.
Pubblicazione: (2025)

Topological Data Analysis for Multivariate Time Series Data
di: Bourakna, Anass El Yaagoubi, et al.
Pubblicazione: (2022)

Online Sequential Leveraging Sampling Method for Streaming Autoregressive Time Series with Application to Seismic Data
di: Xie, Rui, et al.
Pubblicazione: (2025)

Enhancing Data Completeness in Time Series: Imputation Strategies for Missing Data Using Significant Periodically Correlated Components
di: Ahmad, Asmaa, et al.
Pubblicazione: (2025)

Modelling Loss of Complexity in Intermittent Time Series and its Application
di: Li, Jie, et al.
Pubblicazione: (2024)

Inference for Multiple Change-points in Piecewise Locally Stationary Time Series
di: Ng, Wai Leong, et al.
Pubblicazione: (2026)

Tail-Aware Density Forecasting of Locally Explosive Time Series: A Neural Network Approach
di: Dumitrescu, Elena, et al.
Pubblicazione: (2026)

Large Scale Hierarchical Industrial Demand Time-Series Forecasting incorporating Sparsity
di: Kamarthi, Harshavardhan, et al.
Pubblicazione: (2024)

Stationarity of Manifold Time Series
di: Zhu, Junhao, et al.
Pubblicazione: (2024)

Revisiting Neural Processes via Fourier Transform and Volterra Series
di: Mohseni, Peiman, et al.
Pubblicazione: (2026)

Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra
di: Li, Ta-Hsin
Pubblicazione: (2022)

Local Interaction Autoregressive Model for High Dimension Time Series Data
di: Li, Jingyang, et al.
Pubblicazione: (2025)

Why Model Selection Fails in Time Series Forecasting: An Empirical Study of Instability Across Data Regimes
di: Akinci, Tahir Cetin, et al.
Pubblicazione: (2026)

The Variable Multiple Bandpass Periodic Block Bootstrap for Time Series with Multiple Periodic Correlations
di: Valachovic, Edward
Pubblicazione: (2025)

Fast Training of Mixture-of-Experts for Time Series Forecasting via Expert Loss Integration
di: Mahtout, Btissame El, et al.
Pubblicazione: (2026)

DoFlow: Flow-based Generative Models for Interventional and Counterfactual Forecasting on Time Series
di: Wu, Dongze, et al.
Pubblicazione: (2025)

Categorical Data Analysis
di: Chen, Dandan, et al.
Pubblicazione: (2024)

Network Estimation for Stationary Time Series
di: Shelley, Madeline A., et al.
Pubblicazione: (2025)

Penalized Subgrouping of Heterogeneous Time Series
di: Crawford, Christopher M., et al.
Pubblicazione: (2024)

Matrix Autoregressive Model with Vector Time Series Covariates for Spatio-Temporal Data
di: Sun, Hu, et al.
Pubblicazione: (2023)

A Kolmogorov-Zurbenko Fourier Transform Band-pass Filter Extension for Time Series Analysis
di: Valachovic, Edward
Pubblicazione: (2025)