Embedding Network Autoregression for time series analysis and causal peer effect inference
嵌入网络自回归:时间序列分析与因果同伴效应推断
We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect model or a time series network autoregressive model as additive effects. This approach takes a unified view of two related yet fundamentally different problems: (1) modeling and predicting multivariate networked time series data and (2) causal…