Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Graphical models for nonstationary time series   We propose NonStGM, a general nonparametric graphical modeling framework for
studying dynamic associations among the components of a nonstationary
multivariate time series. It builds on the framework of Gaussian Graphical
Models (GGM) and stationary time series Gaussian Graphical model (StGM), and
complements existing works on parametric graphical models based on change point
vector autoregressions (VAR). Analogous to StGM, the proposed framework
captures conditional noncorrelations (both intertemporal and contemporaneous)
in the form of an undirected graph. In addition, to describe the more nuanced
nonstationary relationships among the components of the time series, we
introduce the new notion of conditional nonstationarity/stationarity and
incorporate it within the graph architecture. This allows one to distinguish
between direct and indirect nonstationary relationships among system
components, and can be used to search for small subnetworks that serve as the
"source" of nonstationarity in a large system. Together, the two concepts of
conditional noncorrelation and nonstationarity/stationarity provide a
parsimonious description of the dependence structure of the time series.

13
The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
33
The categories of this paper are: plasm-ph
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
23
The categories of this paper are: solv-int
10
The categories of this paper are: q-bio
8
The categories of this paper are: hep-ex
1
The categories of this paper are: cs
26
The categories of this paper are: bayes-an
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
21
The categories of this paper are: adap-org
6
The categories of this paper are: astro-ph
27
The categories of this paper are: comp-gas