Learning High-Dimensional Generalized Linear Autoregressive Models
نویسندگان
چکیده
منابع مشابه
Inference of High-dimensional Autoregressive Generalized Linear Models
Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector could correspond to a different node in a network, and the parameters of an autoregressive model would correspond to the impact of the network structure on the t...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2019
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2018.2884673