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509 * ! Thu, 8/11/2022, 8:30 AM - 10:20 AM CC-143A
Recent Advances in High-Dimensional Time Series Analysis — Topic Contributed Papers
Business and Economic Statistics Section, IMS, Section on Statistical Learning and Data Science
Organizer(s): S. Yaser Samadi, Southern Illinois University Carbondale
Chair(s): Ali Shojaie, University of Washington
8:35 AM Fast, Optimal, and Targeted Predictions Using Parametrized Decision Analysis
Daniel Kowal, Rice University
8:55 AM Dimension Reduction for Vector Autoregressive Models
S. Yaser Samadi, Southern Illinois University Carbondale; H. M. Wiranthe Bandara Herath, Southern Illinois University Carbondale
9:15 AM Inference for Location of Change Points in High-Dimensional Non-Stationary Vector Auto-Regressive Models
Abolfazl Safikhani, University of Florida; Abhishek Kaul, Washington State University; Yue Bai, University of Florida
9:35 AM Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data
Ruey Tsay, University of Chicgao; Zhaoxing Gao, Zhejiang University
9:55 AM Floor Discussion