Learning Vector Autoregressive Models With Latent Processes

Authors: Saber Salehkaleybar, Jalal Etesami, Negar Kiyavash, Kun Zhang

AAAI 2018 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Our results apply to both non-Gaussian and Gaussian cases, and experimental results on various synthetic and real-world datasets validate our theoretical results.
Researcher Affiliation Academia Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana, USA. Department of ISE, University of Illinois at Urbana-Champaign Urbana, USA. Department of ECE, University of Illinois at Urbana-Champaign, Urbana, USA. Department of Philosophy, Carnegie Mellon University, Pittsburgh, USA.
Pseudocode Yes Algorithm 1 DTR Algorithm
Open Source Code No The paper does not provide an explicit statement or link for open-source code for the described methodology.
Open Datasets Yes US Macroeconomic Data: We considered the following set of time series from the quarterly US macroeconomic data for the period from 31-Mar-1947 to 31-Mar-2009 collected from the St. Louis Federal Reserve Economic Database (FRED) (FRE ).
Dataset Splits No The paper does not provide specific details on training, validation, and test dataset splits, such as percentages or sample counts, that would be needed to reproduce the data partitioning.
Hardware Specification Yes We performed the experiment on a Mac with 2 2.4 GHz 6Core Intel Xeon processor and 32 GB of RAM.
Software Dependencies No The paper does not provide specific ancillary software details with version numbers, such as libraries or solvers, needed to replicate the experiments.
Experiment Setup Yes We utilize the method described in Section 3 to estimate linear measurements with a significance level of 0.05.