Web: http://arxiv.org/abs/2109.09692

May 11, 2022, 1:11 a.m. | Etienne Gael Tajeuna, Mohamed Bouguessa, Shengrui Wang

cs.LG updates on arXiv.org arxiv.org

We investigate the problem of discovering and modeling regime shifts in an
ecosystem comprising multiple time series known as co-evolving time series.
Regime shifts refer to the changing behaviors exhibited by series at different
time intervals. Learning these changing behaviors is a key step toward time
series forecasting. While advances have been made, existing methods suffer from
one or more of the following shortcomings: (1) failure to take relationships
between time series into consideration for discovering regimes in multiple time …

arxiv modeling time time series

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