Behavior of sample means of nearly nonstationary time series. - Ruey S. Tsay (WSC, 1986)

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)

Tensor Canonical Correlation Analysis. - You-Lin Chen; Mladen Kolar; Ruey S. Tsay (CoRR, 2019)

Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series. - Daniel Peña; Ruey S. Tsay; Ruben H. Zamar (Technometrics, 2019)

NTS: An R Package for Nonlinear Time Series Analysis. - Xialu Liu; Rong Chen; Ruey S. Tsay (R J., 2020)

Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees. - You-Lin Chen; Mladen Kolar; Ruey S. Tsay (J. Comput. Graph. Stat., 2021)

Matrix Autoregressive Spatio-Temporal Models. - Nan-Jung Hsu; Hsin-Cheng Huang; Ruey S. Tsay (J. Comput. Graph. Stat., 2021)

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)

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)

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)

Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data. - Shuo-Chieh Huang; Ruey S. Tsay (J. Mach. Learn. Res., 2024)

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, 2025)

Improving estimation of portfolio risk using new statistical factors. - Xialu Liu; John B. Guerard Jr.; Rong Chen; Ruey S. Tsay (Ann. Oper. Res., 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., 2025)