Two distributed-state models for generating high-dimensional time series

被引：0
|
作者：
Taylor, Graham W. [1 ]
Hinton, Geoffrey E. [2 ]
Roweis, Sam T. [1 ]
机构：
[1] Courant Institute of Mathematical Sciences, New York University, New York, NY 10003, United States
[2] Department of Computer Science, University of Toronto, Toronto, ON M5S 3G1, Canada
来源：
Journal of Machine Learning Research | 2011年 / 12卷
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：1025 / 1068
相关论文
共 50 条
  • [41] Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
    Augustyniak, Maciej
    Dufays, Arnaud
    ECONOMICS LETTERS, 2018, 170 : 122 - 126
  • [42] Dimension Reduction of Polynomial Regression Models for the Estimation of Granger Causality in High-Dimensional Time Series
    Siggiridou, Elsa
    Kugiumtzis, Dimitris
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2021, 69 : 5638 - 5650
  • [43] MODELLING HIGH-DIMENSIONAL TIME SERIES BY GENERALIZED LINEAR DYNAMIC FACTOR MODELS: AN INTRODUCTORY SURVEY
    Deistler, Manfred
    Zinner, Christiane
    COMMUNICATIONS IN INFORMATION AND SYSTEMS, 2007, 7 (02) : 153 - 166
  • [44] COVARIANCE AND PRECISION MATRIX ESTIMATION FOR HIGH-DIMENSIONAL TIME SERIES
    Chen, Xiaohui
    Xu, Mengyu
    Wu, Wei Biao
    ANNALS OF STATISTICS, 2013, 41 (06): : 2994 - 3021
  • [45] High-dimensional lag structure optimization of fuzzy time series
    Gao, Ruobin
    Duru, Okan
    Yuen, Kum Fai
    EXPERT SYSTEMS WITH APPLICATIONS, 2021, 173
  • [46] Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
    Peña D.
    Tsay R.S.
    Zamar R.
    Technometrics, 2019, 61 (04) : 429 - 444
  • [47] A Blockwise Bootstrap-Based Two-Sample Test for High-Dimensional Time Series
    Yang, Lin
    ENTROPY, 2024, 26 (03)
  • [48] Denoising matrix factorization for high-dimensional time series forecasting
    Chen, Bo
    Fang, Min
    Li, Xiao
    NEURAL COMPUTING & APPLICATIONS, 2023, 36 (2): : 993 - 1005
  • [49] Statistical inference for high-dimensional panel functional time series
    Zhou, Zhou
    Dette, Holger
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2023, 85 (02) : 523 - 549
  • [50] Modeling high-dimensional unit-root time series
    Gao, Zhaoxing
    Tsay, Ruey S.
    INTERNATIONAL JOURNAL OF FORECASTING, 2021, 37 (04) : 1535 - 1555
12345