Time Series Analysis

No-Regret Prediction in Marginally Stable Systems COLT 2020 Dynamic Spatial-Temporal Graph Convolutional Neural Networks for Traffic Forecasting AAAI 2019 High-dimensional multivariate forecasting with low-rank Gaussian Copula Processes NeurIPS 2019 Multivariate Time Series Prediction Based on Optimized Temporal Convolutional Networks with Stacked Auto-encoders ACML 2019 Shallow RNN: Accurate Time-series Classification on Resource Constrained Devices NeurIPS 2019 Dynamic Rank Factor Model for Text Streams NeurIPS 2014 Gaussian Process Volatility Model NeurIPS 2014 Gaussian Process Conditional Copulas with Applications to Financial Time Series NeurIPS 2013 Multilinear Dynamical Systems for Tensor Time Series NeurIPS 2013 Nonparametric Multi-group Membership Model for Dynamic Networks NeurIPS 2013 Statistical analysis of coupled time series with Kernel Cross-Spectral Density operators. NeurIPS 2013 Patient Risk Stratification for Hospital-Associated C. diff as a Time-Series Classification Task NeurIPS 2012 Reducing statistical time-series problems to binary classification NeurIPS 2012 Spectral learning of linear dynamics from generalised-linear observations with application to neural population data NeurIPS 2012 A Model for Temporal Dependencies in Event Streams NeurIPS 2011 A Bayesian Approach to Concept Drift NeurIPS 2010 Fast detection of multiple change-points shared by many signals using group LARS NeurIPS 2010 Hierarchical Fisher Kernels for Longitudinal Data NeurIPS 2008 Stability Bounds for Non-i.i.d. Processes NeurIPS 2007 Unified Inference for Variational Bayesian Linear Gaussian State-Space Models NeurIPS 2006 Machine Learning Methods for Predicting Failures in Hard Drives: A Multiple-Instance Application JMLR 2005