LASSO vector autoregression structures for very short‐term wind power forecasting

L Cavalcante, RJ Bessa, M Reis, J Browell - Wind Energy, 2017 - Wiley Online Library
The deployment of smart grids and renewable energy dispatch centers motivates the
development of forecasting techniques that take advantage of near real‐time measurements …

Online topology identification from vector autoregressive time series

B Zaman, LML Ramos, D Romero… - IEEE Transactions …, 2020 - ieeexplore.ieee.org
Causality graphs are routinely estimated in social sciences, natural sciences, and
engineering due to their capacity to efficiently represent the spatiotemporal structure of multi …

Autoregressive model in the Lp norm space for EEG analysis

P Li, X Wang, F Li, R Zhang, T Ma, Y Peng, X Lei… - Journal of neuroscience …, 2015 - Elsevier
The autoregressive (AR) model is widely used in electroencephalogram (EEG) analyses
such as waveform fitting, spectrum estimation, and system identification. In real applications …

Stationary and sparse denoising approach for corticomuscular causality estimation

F Abbas, V McClelland, Z Cvetkovic, W Dai - arXiv preprint arXiv …, 2024 - arxiv.org
Objective: Cortico-muscular communication patterns are instrumental in understanding
movement control. Estimating significant causal relationships between motor cortex …

Joint order and coefficient estimation for MVAR models using group sparsity

Z Fang, L Albera, A Kachenoura, H Shu… - IEEE Signal …, 2024 - ieeexplore.ieee.org
Multivariate autoregressive modeling is widely considered in neuroscience, especially when
effective connectivity is concerned. In high-dimensional space, the conventional least …

On constrained estimation of graphical time series models

TP Yuen, H Wong, KFC Yiu - Computational Statistics & Data Analysis, 2018 - Elsevier
Graphical time series models encode the conditional independence among the variables of
a multivariate time series. An iterative method is proposed to estimate a graphical time …

Learning multiple granger graphical models via group fused lasso

J Songsiri - 2015 10th Asian control conference (ASCC), 2015 - ieeexplore.ieee.org
Granger graphical models explain Granger causality between variables in time series
through an estimation of zero pattern of coefficients in multivariate autoregressive (AR) …

INFR-GC: INTERPRETABLE FEATURE REPRESENTATIONS FOR GRANGER CAUSALITY IN CORTICO-MUSCULAR INTERACTIONS

F Abbas, V McClelland, Z Cvetkovic… - … Conference on Acoustics …, 2024 - kclpure.kcl.ac.uk
Understanding the interactions between the central nervous system and muscular
responses is essential for developing effective strategies to diagnose and manage …

[PDF][PDF] Online joint topology identification and signal estimation with inexact proximal online gradient descent

B Zaman, LML Ramos, B Beferull-Lozano, W Center - arXiv preprint, 2020 - academia.edu
Identifying the topology that underlies a set of time series is useful for tasks such as
prediction, denoising, and data completion. Vector autoregressive (VAR) model based …

Graphical estimation of multivariate count time series

S Vurukonda, D Chakraborty… - arXiv preprint arXiv …, 2023 - arxiv.org
The problems of selecting partial correlation and causality graphs for count data are
considered. A parameter driven generalized linear model is used to describe the observed …