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Ruey S. Tsay
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2020 – today
- 2024
- [j8]Shuo-Chieh Huang, Ruey S. Tsay:
Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data. J. Mach. Learn. Res. 25: 205:1-205:59 (2024) - 2023
- [i2]Shuo-Chieh Huang, Ruey S. Tsay:
Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data. CoRR abs/2307.03410 (2023) - 2022
- [j7]John Paparrizos
, Yuhao Kang
TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection. Proc. VLDB Endow. 15(8): 1697-1711 (2022) - [j6]Paul Boniol, John Paparrizos
Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection. Proc. VLDB Endow. 15(12): 3702-3705 (2022) - 2021
- [j5]You-Lin Chen
Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees. J. Comput. Graph. Stat. 30(3): 728-744 (2021) - [j4]Nan-Jung Hsu, Hsin-Cheng Huang, Ruey S. Tsay:
Matrix Autoregressive Spatio-Temporal Models. J. Comput. Graph. Stat. 30(4): 1143-1155 (2021) - 2020
- [j3]Xialu Liu
NTS: An R Package for Nonlinear Time Series Analysis. R J. 12(2): 266 (2020)
2010 – 2019
- 2019
- [j2]Daniel Peña
Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series. Technometrics 61(4): 429-444 (2019) - [i1]You-Lin Chen, Mladen Kolar, Ruey S. Tsay:
Tensor Canonical Correlation Analysis. CoRR abs/1906.05358 (2019) - 2012
- [j1]Ruey S. Tsay, Tomohiro Ando:
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. Comput. Stat. Data Anal. 56(11): 3345-3365 (2012)
1980 – 1989
- 1986
- [c1]Ruey S. Tsay:
Behavior of sample means of nearly nonstationary time series. WSC 1986: 351-355
Coauthor Index
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