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CC = Walter E. Washington Convention Center M = Marriott Marquis Washington, DC
* = applied session ! = JSM meeting theme
Activity Details
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509 * !
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Thu, 8/11/2022,
8:30 AM -
10:20 AM
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CC-143A
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Recent Advances in High-Dimensional Time Series Analysis — Topic Contributed Papers
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Business and Economic Statistics Section, IMS, Section on Statistical Learning and Data Science
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Organizer(s): S. Yaser Samadi, Southern Illinois University Carbondale
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Chair(s): Ali Shojaie, University of Washington
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8:35 AM
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Fast, Optimal, and Targeted Predictions Using Parametrized Decision Analysis
Daniel Kowal, Rice University
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8:55 AM
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Dimension Reduction for Vector Autoregressive Models
S. Yaser Samadi, Southern Illinois University Carbondale; H. M. Wiranthe Bandara Herath, Southern Illinois University Carbondale
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9:15 AM
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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
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9:35 AM
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Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data
Ruey Tsay, University of Chicgao; Zhaoxing Gao, Zhejiang University
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9:55 AM
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Floor Discussion
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Video Available to all JSM Registered Attendees. Please login to view.
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