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Deep Spectral Copula Mechanisms Modeling Coupled and Volatile Multivariate Time Series.

Yang YangZhilin ZhaoLongbing Cao
Published in: DSAA (2023)
Keyphrases
  • multivariate time series
  • temporal patterns
  • temporal data
  • categorical data
  • multivariate time series data
  • feature extraction
  • least squares
  • non stationary
  • granger causality
  • phase space reconstruction