SrVARM: State regularized vector autoregressive model for joint learning of hidden state transitions and state-dependent inter-variable dependencies from multi-variate time series

Tsung Yu Hsieh, Yiwei Sun, Xianfeng Tang, Suhang Wang, Vasant G. Honavar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

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