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]
@inproceedings{HsiehSTWH21, 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}, author = {Tsung-Yu Hsieh and Yiwei Sun and Xianfeng Tang and Suhang Wang and Vasant G. Honavar}, year = {2021}, doi = {10.1145/3442381.3450116}, url = {https://doi.org/10.1145/3442381.3450116}, researchr = {https://researchr.org/publication/HsiehSTWH21}, cites = {0}, citedby = {0}, pages = {2270-2280}, booktitle = {WWW '21: The Web Conference 2021, Virtual Event / Ljubljana, Slovenia, April 19-23, 2021}, editor = {Jure Leskovec and Marko Grobelnik and Marc Najork and Jie Tang 0001 and Leila Zia}, publisher = {ACM / IW3C2}, isbn = {978-1-4503-8312-7}, }