A computationally scalable autoregressive moving average model for high-dimensional time series modeling

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Grant Data
Project Title
A computationally scalable autoregressive moving average model for high-dimensional time series modeling
Principal Investigator
Professor Li, Guodong   (Principal Investigator (PI))
Duration
36
Start Date
2023-01-01
Amount
783000
Conference Title
A computationally scalable autoregressive moving average model for high-dimensional time series modeling
Presentation Title
Keywords
High-dimensional data, Time series model, Non-asymptotic bound, Scalable model, ARMA model
Discipline
Probability & Statistics
Panel
Physical Sciences (P)
HKU Project Code
17313722
Grant Type
General Research Fund (GRF) 2022/23
Funding Year
2022
Status
On-going
Objectives
Refer to ES