Uncovering Multivariate Structural Dependency for Analyzing Irregularly Sampled Time Series.
Zhen WangTing JiangZenghui XuJianliang GaoOu WuKe YanJi ZhangPublished in: ECML/PKDD (5) (2023)
Keyphrases
- multivariate time series
- multivariate data
- dynamic time warping
- multivariate time series data
- regression model
- vector autoregressive
- non stationary
- structural information
- sequential data
- data sets
- subsequence matching
- financial time series
- stock market
- data structure
- structural features
- artificial neural networks
- data analysis
- point processes
- weather forecasting
- neural network
- multivariate normal
- real time