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

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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