Romain Brault, Néhémy Lim, Florence d'Alché-Buc. Scaling up Vector Autoregressive Models With Operator-Valued Random Fourier Features.
2nd ECML/PKDD Workshop on Advanced Analytics and Learning on Temporal Data (AALTD 2016), Sep 2016, Riva Del Garda, Italy.
⟨hal-02288472⟩