The GNAR-edge model: a network autoregressive model for networks with time-varying edge weights
The GNAR-edge model: a network autoregressive model for networks with time-varying edge weights
Abstract In economic and financial applications, there is often the need for analysing multivariate time series, comprising of time series for a range of quantities. In some applications, such complex systems can be associated with some underlying network describing pairwise relationships among the quantities. Accounting for the underlying network structure …