Factor Models for High-Dimensional Tensor Time Series

Factor Models for High-Dimensional Tensor Time Series

18 May 2019

Papers citing "Factor Models for High-Dimensional Tensor Time Series"

15 / 15 papers shown

Title
Sparsity-Induced Global Matrix Autoregressive Model with Auxiliary Network Data Sanyou Wu Dan Yang Yan Xu Long Feng 57 0 0 11 Mar 2025
Guaranteed Multidimensional Time Series Prediction via Deterministic Tensor Completion Theory Hao Shu Jicheng Li Yu Jin Hailin Wang AI4TS 52 0 0 28 Jan 2025
HDTSA: An R package for high-dimensional time series analysis Jinyuan Chang Jing He Chen Lin Qiwei Yao AI4TS 26 0 0 23 Dec 2024
Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model Yong He Yujie Hou Haixia Liu Yalin Wang 21 0 0 10 Nov 2024
TEAFormers: TEnsor-Augmented Transformers for Multi-Dimensional Time Series Forecasting Linghang Kong Elynn Chen Yuzhou Chen Yuefeng Han AI4TS 31 0 0 27 Oct 2024
Factor Augmented Tensor-on-Tensor Neural Networks Guanhao Zhou Yuefeng Han Xiufan Yu 32 1 0 30 May 2024
Tensor Methods in High Dimensional Data Analysis: Opportunities and Challenges Arnab Auddy Dong Xia Ming Yuan AI4CE 42 2 0 28 May 2024
Factor Strength Estimation in Vector and Matrix Time Series Factor Models Weilin Chen Clifford Lam AI4TS 38 1 0 12 May 2024
Multi-dimensional domain generalization with low-rank structures Sai Li Linjun Zhang 28 2 0 18 Sep 2023
Econometrics of Machine Learning Methods in Economic Forecasting Andrii Babii Eric Ghysels Jonas Striaukas 22 1 0 21 Aug 2023
Modelling matrix time series via a tensor CP-decomposition Jinyuan Chang Jingjing He Lin Yang Q. Yao AI4TS 33 29 0 31 Dec 2021
Tensor Principal Component Analysis in High Dimensional CP Models Yuefeng Han Cun-Hui Zhang 23 10 0 10 Aug 2021
Statistical Inference for High-Dimensional Matrix-Variate Factor Model Elynn Y. Chen Jianqing Fan 32 63 0 07 Jan 2020
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 41 476 0 04 Jun 2012
A survey of statistical network models Anna Goldenberg A. Zheng S. Fienberg E. Airoldi 120 977 0 29 Dec 2009