GitHub

Multivariate analysis of ordinal data with missing values and latent variables

Halva—‘grapHical Analysis with Latent VAriables’—is a Python package dedicated to statistical analysis of multivariate ordinal data, designed specifically to handle missing values and latent variables ...
GitHub

The Multivariate Event Modeller (MEM) is a tool designed for undertaking joint probability analysis of extremes for up to 10 variables.

The joint probability of two or more variables being “extreme” is relevant in Flood and Coastal Risk Management (FCRM) in various contexts, including: Assessing the likelihood of extreme peak flow ...
IEEE

Injecting Global Context for Multivariate Time Series Forecasting on Variable Subsets

Abstract: Variable Subset Forecasting (VSF) presents a critical challenge where variable availability fluctuates between the training and inference stages. This paper introduces a novel solution to ...
IEEE

DIMformer: A Dynamic Inverted Transformer with Mamba-Cross-Variable Linear Attention for Multivariate Time Series Forecasting

Abstract: Multivariate time series prediction has significant practical applications in the fields of finance, electricity and transportation. However, due to the characteristics of high ...