1 code implementation • 3 Mar 2022 • Grace Deng, David S. Matteson
We present Bayesian Spillover Graphs (BSG), a novel method for learning temporal relationships, identifying critical nodes, and quantifying uncertainty for multi-horizon spillover effects in a dynamic system.
no code implementations • 14 Oct 2021 • Grace Deng, Cuize Han, Tommaso Dreossi, Clarence Lee, David S. Matteson
Classification of large multivariate time series with strong class imbalance is an important task in real-world applications.
1 code implementation • 19 Jan 2021 • Judy P. Che-Castaldo, Rémi Cousin, Stefani Daryanto, Grace Deng, Mei-Ling E. Feng, Rajesh K. Gupta, Dezhi Hong, Ryan M. McGranaghan, Olukunle O. Owolabi, Tianyi Qu, Wei Ren, Toryn L. J. Schafer, Ashutosh Sharma, Chaopeng Shen, Mila Getmansky Sherman, Deborah A. Sunter, Lan Wang, David S. Matteson
We also provide relevant critical risk indicators (CRIs) across diverse domains that may influence electric power grid risks, including climate, ecology, hydrology, finance, space weather, and agriculture.
Applications
no code implementations • 4 Nov 2020 • Grace Deng, Cuize Han, David S. Matteson
We prove that the optimal GAN imputation is achieved for Extended Missing At Random (EMAR) and Extended Always Missing At Random (EAMAR) mechanisms, beyond the naive MCAR.