and denote the normal and independent inverse-Wishart distributions. and are the OLS estimates in a time-invariant VAR model obtained from the training sample. is the corresponding estimator of t
These are six real-world temporal graph datasets with text attributes, varying in size and originating from different domains. Specifically, they are collected from culinary recipe feedback, movie rev
This paper considers statistical inference of time-varying network vector autoregression models for large-scale time series. A latent group structure is imposed on the heterogeneous and node specific
This paper deals with the analysis of trends in road accidents on highways in Brazil. We use time series techniques based on fractional integration that allow us to determine if exogenous shocks in th
