Ruey S. Tsay

17 papers Misc 1Journal 16
YearRankTypeTitle / Venue / Authors
2026 J jnl
Clustering Large-scale Time Series.
J. Classif.
Pierpaolo D'Urso, Livia De Giovanni, Ruey S. Tsay, Vincenzina Vitale
2025 J jnl
Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series.
IEEE Trans. Inf. Theory
Zhaoxing Gao, Ruey S. Tsay
2025 J jnl
Improving estimation of portfolio risk using new statistical factors.
Ann. Oper. Res.
Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay
2025 J jnl
VUS: Effective and Efficient Accuracy Measures for Time-Series Anomaly Detection.
CoRR
Paul Boniol, Ashwin K. Krishna, Marine Bruel, Qinghua Liu, Mingyi Huang, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin, John Paparrizos
2025 J jnl
VUS: effective and efficient accuracy measures for time-series anomaly detection.
VLDB J.
Paul Boniol, Ashwin K. Krishna, Marine Bruel, Qinghua Liu, Mingyi Huang, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin, John Paparrizos
2024 J jnl
Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data.
J. Mach. Learn. Res.
Shuo-Chieh Huang, Ruey S. Tsay
2023 J jnl
Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data.
CoRR
Shuo-Chieh Huang, Ruey S. Tsay
2022 J jnl
TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection.
Proc. VLDB Endow.
John Paparrizos, Yuhao Kang, Paul Boniol, Ruey S. Tsay, Themis Palpanas, Michael J. Franklin
2022 J jnl
Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection.
Proc. VLDB Endow.
Paul Boniol, John Paparrizos, Yuhao Kang, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin
2022 J jnl
Volume Under the Surface: A New Accuracy Evaluation Measure for Time-Series Anomaly Detection.
Proc. VLDB Endow.
John Paparrizos, Paul Boniol, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin
2021 J jnl
Matrix Autoregressive Spatio-Temporal Models.
J. Comput. Graph. Stat.
Nan-Jung Hsu, Hsin-Cheng Huang, Ruey S. Tsay
2021 J jnl
Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees.
J. Comput. Graph. Stat.
You-Lin Chen, Mladen Kolar, Ruey S. Tsay
2020 J jnl
NTS: An R Package for Nonlinear Time Series Analysis.
R J.
Xialu Liu, Rong Chen, Ruey S. Tsay
2019 J jnl
Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series.
Technometrics
Daniel Peña, Ruey S. Tsay, Ruben H. Zamar
2019 J jnl
Tensor Canonical Correlation Analysis.
CoRR
You-Lin Chen, Mladen Kolar, Ruey S. Tsay
2012 J jnl
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market.
Comput. Stat. Data Anal.
Ruey S. Tsay, Tomohiro Ando
1986 Misc conf
Behavior of sample means of nearly nonstationary time series.
WSC
Ruey S. Tsay