1 code implementation • 30 May 2023 • Yunzhe Zhou, Chengchun Shi, Lexin Li, Qiwei Yao
In this article, we propose a nonparametric test for the Markov property in high-dimensional time series via deep conditional generative learning.
no code implementations • 31 Dec 2021 • Jinyuan Chang, Jing He, Lin Yang, Qiwei Yao
We consider to model matrix time series based on a tensor CP-decomposition.
1 code implementation • 3 Sep 2020 • Xiuqin Xu, Ying Chen, Yannig Goude, Qiwei Yao
When applying to one day ahead forecasting for the French daily electricity load curves, PPC outperform several state-of-the-art predictive methods in terms of forecasting accuracy, coverage rate and average length of the predictive bands.
Methodology Applications