/GraphLASSO

Sparsity exploitation via discovering graphical models in multi-variate time-series forecasting

Primary LanguagePython

Sparsity exploitation via discovering graphical models in multi-variate time-series forecasting

GraphLASSO

https://arxiv.org/pdf/2306.17090.pdf

Contributors:

  • Ngoc-Dung Do
  • Truong Son Hy (Correspondent / PI)