32 search results - page 1 / 7 » Wavelet based time-varying vector autoregressive modelling |
CSDA
2007
13 years 4 months ago
2007
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...
GMP
2006
IEEE
13 years 10 months ago
2006
IEEE
Geometry compression is an effective way to distribute high-volume geometry data within limited bandwidth and storage capacity. In this paper, a new time-varying 3D geometry compre...
IJON
2006
13 years 4 months ago
2006
: We propose a wavelet multiscale decomposition based autoregressive approach for the prediction of one-hour ahead ahead load based on historical electricity load data. This approa...
JMLR
2011
12 years 11 months ago
2011
This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first ...
BMCBI
2007
13 years 4 months ago
2007
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...