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ENTITY VARMAX

VARMAX

PulseAugur coverage of VARMAX — every cluster mentioning VARMAX across labs, papers, and developer communities, ranked by signal.

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  1. RESEARCH · CL_187145 ·

    New framework makes VARMA models practical for high-dimensional data

    Researchers have developed a new framework for estimating Vector Autoregressive Moving-Average (VARMA) models, which were previously considered computationally impractical for high-dimensional data. This new method allo…