SrVARM: State Regularized Vector Autoregressive Model for Joint Learning of Hidden State Transitions and State-Dependent Inter-Variable Dependencies from Multi-variate Time Series.

@inproceedings{hsieh-2021-srvarm, author = {Tsung-Yu Hsieh and Yiwei Sun and Xianfeng Tang and Suhang Wang and Vasant G. Honavar}, editor = {Jure Leskovec and Marko Grobelnik and Marc Najork and Jie Tang and Leila Zia}, title = {{SrVARM: State Regularized Vector Autoregressive Model for Joint Learning of Hidden State Transitions and State-Dependent Inter-Variable Dependencies from Multi-variate Time Series}}, booktitle = {{WWW '21: The Web Conference 2021, Virtual Event / Ljubljana, Slovenia, April 19-23, 2021}}, pages = {2270--2280}, publisher = {ACM / IW3C2}, year = {2021}, url = {https://doi.org/10.1145/3442381.3450116}, doi = {https://doi.org/10.1145/3442381.3450116} }