Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach

Journal of Forecasting ◽

10.1002/for.1017 ◽

2007 ◽

Vol 26 (1) ◽

pp. 53-76 ◽

Author(s):

Fabio H. Nieto

Keyword(s):

Time Series ◽

Structural Model ◽

Multivariate Time Series ◽

Model Based ◽

Ex Post ◽

Download Full-text

A Deep Structural Model for Analyzing Correlated Multivariate Time Series

2019 18th IEEE International Conference On Machine Learning And Applications (ICMLA) ◽

10.1109/icmla.2019.00020 ◽

2019 ◽

Author(s):

Changwei Hu ◽

Yifan Hu ◽

Sungyong Seo

Keyword(s):

Time Series ◽

Structural Model ◽

Multivariate Time Series

Download Full-text

Conv-Attention Model Based on Multivariate Time Series Prediction

10.1145/3501409.3501591 ◽

2021 ◽

Author(s):

Xiaoqian Chen ◽

Yonggang Fu ◽

Honghua Zhou

Keyword(s):

Time Series ◽

Time Series Prediction ◽

Multivariate Time Series ◽

Attention Model ◽

Download Full-text

VAR Model Based Clustering Method for Multivariate Time Series Data

Journal of Mathematical Sciences ◽

10.1007/s10958-019-04201-4 ◽

2019 ◽

Vol 237 (6) ◽

pp. 754-765 ◽

Author(s):

S. Deb

Keyword(s):

Time Series ◽

Time Series Data ◽

Multivariate Time Series ◽

Series Data ◽

Var Model ◽

Clustering Method ◽

Model Based Clustering ◽

Download Full-text

Assessing the Performance of Model-Based Clustering Methods in Multivariate Time Series with Application to Identifying Regional Wind Regimes

Journal of Agricultural Biological and Environmental Statistics ◽

10.1007/s13253-015-0203-8 ◽

2015 ◽

Vol 20 (2) ◽

pp. 192-217 ◽

Author(s):

Karen Kazor ◽

Amanda S. Hering

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Clustering Methods ◽

Model Based Clustering ◽

Model Based ◽

Download Full-text

Handling Missing Data in Multivariate Time Series Using a Vector Autoregressive Model Based Imputation (VAR-IM) Algorithm. Part II: VAR-IM Algorithm Versus Modern Methods

2016 IEEE Intl Conference on Computational Science and Engineering (CSE) and IEEE Intl Conference on Embedded and Ubiquitous Computing (EUC) and 15th Intl Symposium on Distributed Computing and Applications for Business Engineering (DCABES) ◽

10.1109/cse-euc-dcabes.2016.224 ◽

2016 ◽

Author(s):

Faraj Bashir ◽

Hua-Liang Wei

Keyword(s):

Time Series ◽

Missing Data ◽

Autoregressive Model ◽

Multivariate Time Series ◽

Vector Autoregressive Model ◽

Vector Autoregressive ◽

Model Based ◽

Download Full-text

Online cement clinker quality monitoring: A soft sensor model based on multivariate time series analysis and CNN

ISA Transactions ◽

10.1016/j.isatra.2021.01.058 ◽

2021 ◽

Author(s):

Yantao Zhao ◽

Bochuan Ding ◽

Yuling Zhang ◽

Liming Yang ◽

Xiaochen Hao

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Multivariate Time Series ◽

Soft Sensor ◽

Quality Monitoring ◽

Cement Clinker ◽

Series Analysis ◽

Model Based ◽

Sensor Model ◽

Multivariate Time Series Analysis

Download Full-text

An Ensemble Model Based on Adaptive Noise Reducer and Over-Fitting Prevention LSTM for Multivariate Time Series Forecasting

IEEE Access ◽

10.1109/access.2019.2900371 ◽

2019 ◽

Vol 7 ◽

pp. 26102-26115 ◽

Author(s):

Fagui Liu ◽

Muqing Cai ◽

Liangming Wang ◽

Yunsheng Lu

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Time Series Forecasting ◽

Ensemble Model ◽

Model Based ◽

Download Full-text

A sparse multivariate time series model-based fault detection method for gearboxes under variable speed condition

Mechanical Systems and Signal Processing ◽

10.1016/j.ymssp.2021.108539 ◽

2022 ◽

Vol 167 ◽

pp. 108539

Author(s):

Yuejian Chen ◽

Ming J. Zuo

Keyword(s):

Time Series ◽

Fault Detection ◽

Detection Method ◽

Multivariate Time Series ◽

Time Series Model ◽

Variable Speed ◽

Speed Condition ◽

Download Full-text

Gaussian Model-Based Fully Convolutional Networks for Multivariate Time Series Classification

10.1109/ickg52313.2021.00028 ◽

2021 ◽

Author(s):

Changyang Tai ◽

Ze Yang ◽

Huicheng Zhang ◽

Gongqing Wu ◽

Junwei Lv ◽

...

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Gaussian Model ◽

Time Series Classification ◽

Convolutional Networks ◽

Model Based ◽

Fully Convolutional Networks

Download Full-text

A Model-Based Multivariate Time Series Clustering Algorithm

Lecture Notes in Computer Science - Trends and Applications in Knowledge Discovery and Data Mining ◽

10.1007/978-3-319-13186-3_72 ◽

2014 ◽

pp. 805-817 ◽

Author(s):

Pei-Yuan Zhou ◽

Keith C. C. Chan

Keyword(s):

Time Series ◽

Clustering Algorithm ◽

Multivariate Time Series ◽

Time Series Clustering ◽

Download Full-text