High dimensional VAR with low rank transition

no code implementations • 2 May 2019 • Pierre Alquier, Karine Bertin, Paul Doukhan, Rémy Garnier

We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix.

Vocal Bursts Intensity Prediction

AutoRegressive Planet Search: Methodology

no code implementations • 16 Jan 2019 • Gabriel A. Caceres, Eric D. Feigelson, G. Jogesh Babu, Natalia Bahamonde, Alejandra Christen, Karine Bertin, Cristian Meza, Michel Curé

The ARPS methodology can be applied to both evenly spaced satellite light curves and densely cadenced ground-based photometric surveys.

Earth and Planetary Astrophysics