Search Results for author: Bakht Zaman

Found 2 papers, 1 papers with code

Online Joint Topology Identification and Signal Estimation from Streams with Missing Data

no code implementations10 Dec 2020 Bakht Zaman, Luis Miguel Lopez Ramos, Baltasar Beferull-Lozano

The inexact proximal online gradient descent framework is used to derive a performance guarantee for the proposed algorithm, in the form of a dynamic regret bound.

Denoising Time Series +1

Online Topology Identification from Vector Autoregressive Time Series

1 code implementation3 Apr 2019 Bakht Zaman, Luis Miguel Lopez Ramos, Daniel Romero, Baltasar Beferull-Lozano

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human interpretation, forecasting, and anomaly detection.

Anomaly Detection Time Series +1

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