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02/16/2018
Neural Granger Causality for Nonlinear Time Series
While most classical approaches to Granger causality detection assume li...
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11/22/2017
An Efficient ADMM Algorithm for Structural Break Detection in Multivariate Time Series
We present an efficient alternating direction method of multipliers (ADM...
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11/22/2017
An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery
While most classical approaches to Granger causality detection repose up...
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10/23/2017
A Unified Framework for Long Range and Cold Start Forecasting of Seasonal Profiles in Time Series
Providing long-range forecasts is a fundamental challenge in time series...
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12/01/2014
