Search Results for author: David Matteson

Found 5 papers, 1 papers with code

Probabilistic Transformer For Time Series Analysis

no code implementations NeurIPS 2021 Binh Tang, David Matteson

Generative modeling of multivariate time series has remained challenging partly due to the complex, non-deterministic dynamics across long-distance timesteps.

Human motion prediction motion prediction +2

Clustering Future Scenarios Based on Predicted Range Maps

no code implementations19 Jan 2021 Matthew Davidow, Cory Merow, Judy Che-Castaldo, Toryn Schafer, Marie-Christine Duker, Derek Corcoran, David Matteson

We find that clustering based on ecological impact (predicted species range maps) is mainly driven by the amount of warming.

Clustering

Copula Quadrant Similarity for Anomaly Scores

no code implementations7 Jan 2021 Matthew Davidow, David Matteson

We illustrate our method with simulated and real experiments, applying spectral methods to cluster multiple anomaly detection methods and to contrast our similarity measure with others.

Anomaly Detection

ABACUS: Unsupervised Multivariate Change Detection via Bayesian Source Separation

no code implementations15 Oct 2018 Wenyu Zhang, Daniel Gilbert, David Matteson

Change detection involves segmenting sequential data such that observations in the same segment share some desired properties.

Change Detection Dimensionality Reduction

BigVAR: Tools for Modeling Sparse High-Dimensional Multivariate Time Series

1 code implementation23 Feb 2017 William Nicholson, David Matteson, Jacob Bien

The R package BigVAR allows for the simultaneous estimation of high-dimensional time series by applying structured penalties to the conventional vector autoregression (VAR) and vector autoregression with exogenous variables (VARX) frameworks.

Computation

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