Despite the fact that it provides a potentially useful analytical tool, allowing for the joint modeling of dynamic interdependencies within a group of connected areas, until latel...
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
Background: Causal networks based on the vector autoregressive (VAR) process are a promising statistical tool for modeling regulatory interactions in a cell. However, learning the...
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
In music genre classification the decision time is typically of the order of several seconds, however, most automatic music genre classification systems focus on short time feat...