SrVARM: State Regularized Vector Autoregressive Model for Joint Learning of Hidden State Transitions and State-Dependent Inter-Variable Dependencies from Multi-variate Time Series
Tsung-Yu Hsieh, Yiwei Sun, Xianfeng Tang, Suhang Wang, Vasant G. Honavar
- Anthology ID:
- DBLP:conf/www/HsiehSTWH21
- Volume:
- WWW '21: The Web Conference 2021, Virtual Event / Ljubljana, Slovenia, April 19-23, 2021
- Year:
- 2021
- Venue:
- wwwconf_conference
- Publisher:
- ACM / IW3C2
- Pages:
- 2270–2280
- URL:
- https://doi.org/10.1145/3442381.3450116
- DOI:
- 10.1145/3442381.3450116
- DBLP:
- conf/www/HsiehSTWH21
