New structural distributional shifts for evaluating graph models
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Updated
Oct 25, 2023 - Python
New structural distributional shifts for evaluating graph models
[ICLR 2025] Matcha: Mitigating Graph Structure Shifts with Test-Time Adaptation. Wenxuan Bao, Zhichen Zeng, Zhining Liu, Hanghang Tong, Jingrui He.
Time series analysis of the APEC countries. Search for structural shifts in data. Checking for the ARCH effect. Building ARMA- and VAR-models. Forecasting GDP in several ways. / Анализ временных рядов стран АТЭС. Поиск структурных сдвигов в данных. Проверка наличия ARCH-эффекта. Построение ARMA- и VAR-моделей. Прогнозирование ВВП.
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