Time Series Connect
Browse previous Time Series Connect webinars. Each entry includes the event date and time, title, abstract, speaker website, available materials, and recording link.
Jingchao Ni, Assistant Professor, Department of Computer Science, University of Houston
Time series analysis has progressed from traditional autoregressive models to deep learning, Transformers, and foundation models (FMs), including large language models (LLMs) and large vision models (LVMs). These adva...
Hie Joo Ahn, Principal Economist, Federal Reserve Board
Aggregate U.S. labor market dynamics are well approximated by a dual labor market supplemented with a third, predominantly home-production, segment. We uncover this structure by estimating a Hidden Markov Model on lab...
Peter F. Craigmile, Professor, Department of Mathematics and Statistics, Hunter College, CUNY
Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for ...
