Ruey S. Tsay

According to our database, Ruey S. Tsay authored at least 14 papers between 1986 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

VUS: effective and efficient accuracy measures for time-series anomaly detection.

Paul Boniol, Ashwin K. Krishna, Marine Bruel, Qinghua Liu, Mingyi Huang, Themis Palpanas, Ruey S. Tsay, Aaron Elmore, Michael J. Franklin, John Paparrizos

VLDB J., May, 2025

Improving estimation of portfolio risk using new statistical factors.

Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay

Ann. Oper. Res., March, 2025

VUS: Effective and Efficient Accuracy Measures for Time-Series Anomaly Detection.

Paul Boniol, Ashwin K. Krishna, Marine Bruel, Qinghua Liu, Mingyi Huang, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin, John Paparrizos

CoRR, February, 2025

2024

Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data.

Shuo-Chieh Huang, Ruey S. Tsay

J. Mach. Learn. Res., 2024

2022

TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection.

John Paparrizos, Yuhao Kang, Paul Boniol, Ruey S. Tsay, Themis Palpanas, Michael J. Franklin

Proc. VLDB Endow., 2022

Volume Under the Surface: A New Accuracy Evaluation Measure for Time-Series Anomaly Detection.

John Paparrizos, Paul Boniol, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin

Proc. VLDB Endow., 2022

Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection.

Paul Boniol, John Paparrizos, Yuhao Kang, Themis Palpanas, Ruey S. Tsay, Aaron J. Elmore, Michael J. Franklin

Proc. VLDB Endow., 2022

2021

Matrix Autoregressive Spatio-Temporal Models.

Nan-Jung Hsu, Hsin-Cheng Huang, Ruey S. Tsay

J. Comput. Graph. Stat., 2021

Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees.

You-Lin Chen, Mladen Kolar, Ruey S. Tsay

J. Comput. Graph. Stat., 2021

2020

NTS: An R Package for Nonlinear Time Series Analysis.

Xialu Liu, Rong Chen, Ruey S. Tsay

R J., 2020

2019

Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series.

Daniel Peña, Ruey S. Tsay, Ruben H. Zamar

Technometrics, 2019

Tensor Canonical Correlation Analysis.

You-Lin Chen, Mladen Kolar, Ruey S. Tsay

CoRR, 2019

2012

Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market.

Ruey S. Tsay, Tomohiro Ando

Comput. Stat. Data Anal., 2012

1986

Behavior of sample means of nearly nonstationary time series.

Ruey S. Tsay

Proceedings of the 18th conference on Winter simulation, 1986