{"title":"An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series","authors":"Yao Zheng","doi":"10.1080/01621459.2024.2311365","DOIUrl":null,"url":null,"abstract":"As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used finite-order VAR...","PeriodicalId":3,"journal":{"name":"ACS Applied Electronic Materials","volume":null,"pages":null},"PeriodicalIF":4.3000,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Electronic Materials","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/01621459.2024.2311365","RegionNum":3,"RegionCategory":"材料科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ENGINEERING, ELECTRICAL & ELECTRONIC","Score":null,"Total":0}
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Abstract
As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used finite-order VAR...
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