LASSO vector autoregression structures for very short‐term wind power forecasting
The deployment of smart grids and renewable energy dispatch centers motivates the
development of forecasting techniques that take advantage of near real‐time measurements …
development of forecasting techniques that take advantage of near real‐time measurements …
Online topology identification from vector autoregressive time series
Causality graphs are routinely estimated in social sciences, natural sciences, and
engineering due to their capacity to efficiently represent the spatiotemporal structure of multi …
engineering due to their capacity to efficiently represent the spatiotemporal structure of multi …
Autoregressive model in the Lp norm space for EEG analysis
The autoregressive (AR) model is widely used in electroencephalogram (EEG) analyses
such as waveform fitting, spectrum estimation, and system identification. In real applications …
such as waveform fitting, spectrum estimation, and system identification. In real applications …
Stationary and sparse denoising approach for corticomuscular causality estimation
Objective: Cortico-muscular communication patterns are instrumental in understanding
movement control. Estimating significant causal relationships between motor cortex …
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 …
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 …
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) …
through an estimation of zero pattern of coefficients in multivariate autoregressive (AR) …
INFR-GC: INTERPRETABLE FEATURE REPRESENTATIONS FOR GRANGER CAUSALITY IN CORTICO-MUSCULAR INTERACTIONS
Understanding the interactions between the central nervous system and muscular
responses is essential for developing effective strategies to diagnose and manage …
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
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 …
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 …
considered. A parameter driven generalized linear model is used to describe the observed …