Latent Vector Autoregressive Modeling for Reduced Dimensional Dynamic Feature Extraction and Prediction - researchr publication

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S. Joe Qin. Latent Vector Autoregressive Modeling for Reduced Dimensional Dynamic Feature Extraction and Prediction. In 60th IEEE Conference on Decision and Control, CDC 2021, Austin, TX, USA, December 14-17, 2021. pages 3689-3694, IEEE, 2021. [doi]

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