The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 47, No. 4 (December/décembre 2019), pp. 668-687 (20 pages) In this article, a semiparametric time-varying nonlinear vector ...

Researchers analyze state-of-the-art approaches, limitations, and applications of deep learning-based anomaly detection in multivariate time series Monitoring financial security, industrial safety, ...

We develop a procedure for analyzing multivariate nonstationary time series using the SLEX library (smooth localized complex exponentials), which is a collection of bases, each basis consisting of ...

The goal of a time series regression problem is best explained by a concrete example. Suppose you own an airline company and you want to predict the number of passengers you'll have next month based ...