Results 11 to 20 of about 45,001 (165)
Autoregressive Diffusion Models
CoRR, 2021 We introduce Autoregressive Diffusion Models (ARDMs), a model class encompassing and generalizing order-agnostic autoregressive models (Uria et al., 2014) and absorbing discrete diffusion (Austin et al., 2021), which we show are special cases of ARDMs under mild assumptions. ARDMs are simple to implement and easy to train. Unlike standard ARMs, they do
Emiel Hoogeboom +5 more
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Autoregressive optimal transport models
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2023 Abstract Series of univariate distributions indexed by equally spaced time points are ubiquitous in applications and their analysis constitutes one of the challenges of the emerging field of distributional data analysis. To quantify such distributional time series, we propose a class of intrinsic autoregressive models that operate in the
Changbo Zhu, Hans-Georg Müller
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Multiscale autoregressive models and wavelets [PDF]
IEEE Transactions on Information Theory, 1999 The multiscale autoregressive (MAR) framework was introduced to support the development of optimal multiscale statistical signal processing. Its power resides in the fast and flexible algorithms to which it leads. While the MAR framework was originally motivated by wavelets, the link between these two worlds has been previously established only in the ...
Khalid Daoudi +2 more
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Seasonal functional autoregressive models [PDF]
Journal of Time Series Analysis, 2021 Functional autoregressive models are popular for functional time series analysis, but the standard formulation fails to address seasonal behaviour in functional time series data. To overcome this shortcoming, we introduce seasonal functional autoregressive time series models.
Atefeh Zamani +3 more
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Random autoregressive models: A structured overview [PDF]
Econometric Reviews, 2021 41 pages, 1 figure, 1 ...
de Andrade Serra, P.J. +2 more
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On a Mixture Autoregressive Model
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2000 Summary We generalize the Gaussian mixture transition distribution (GMTD) model introduced by Le and co-workers to the mixture autoregressive (MAR) model for the modelling of non-linear time series. The models consist of a mixture of K stationary or non-stationary AR components. The advantages of the MAR model over the GMTD model include
Wong, CS, Li, WK
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A data-driven approach to predict hydrometeorological variability and fluctuations in lake water levels [PDF]
Journal of Water and Land Development, 2023 Beyşehir Lake is the largest freshwater lake in the Mediterranean region of Turkey that is used for drinking and irrigation purposes. The aim of this paper is to examine the potential for data-driven methods to predict long-term lake levels.
Remziye I. Tan Kesgin +4 more
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Autoregressive functions estimation in nonlinear bifurcating autoregressive models [PDF]
Statistical Inference for Stochastic Processes, 2016 Bifurcating autoregressive processes, which can be seen as an adaptation of au-toregressive processes for a binary tree structure, have been extensively studied during the last decade in a parametric context. In this work we do not specify any a priori form for the two autoregressive functions and we use nonparametric techniques.
Bitseki Penda, Siméon Valère +1 more
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances [PDF]
Journal of Applied Econometrics, 2016 SummaryWe propose a new class of models specifically tailored for spatiotemporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, that is, SARAR(1, 1), by exploiting the recent advancements in score‐driven (SD) models typically used in time series econometrics.
Leopoldo Catania, Anna Gloria Billé
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Limitations of Autoregressive Models and Their Alternatives [PDF]
Proceedings of the 2021 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, 2021 NAACL 2021 (same content, more relaxed layout)
Chu-Cheng Lin +4 more
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