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. SrVARM: State Regularized Vector Autoregressive Model for Joint Learning of Hidden State Transitions and State-Dependent Inter-Variable Dependencies from Multi-variate Time Series. In Jure Leskovec, Marko Grobelnik, Marc Najork, Jie Tang 0001, Leila Zia, editors, WWW '21: The Web Conference 2021, Virtual Event / Ljubljana, Slovenia, April 19-23, 2021. pages 2270-2280, ACM / IW3C2, 2021. [doi]

Authors

Tsung-Yu Hsieh

This author has not been identified. Look up 'Tsung-Yu Hsieh' in Google

Yiwei Sun

This author has not been identified. Look up 'Yiwei Sun' in Google

Xianfeng Tang

This author has not been identified. Look up 'Xianfeng Tang' in Google

Suhang Wang

This author has not been identified. Look up 'Suhang Wang' in Google

Vasant G. Honavar

This author has not been identified. Look up 'Vasant G. Honavar' in Google