Related papers: Forecasting Nonnegative Time Series via Sliding Ma…

Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing.…

Unsupervised integrative analysis of multiple data sources has become common place and scalable algorithms are necessary to accommodate ever increasing availability of data. Only few currently methods have estimation speed as their focus,…

Various Non-negative Matrix factorization (NMF) based methods add new terms to the cost function to adapt the model to specific tasks, such as clustering, or to preserve some structural properties in the reduced space (e.g., local…

Firms earning prediction plays a vital role in investment decisions, dividends expectation, and share price. It often involves multiple tensor-compatible datasets with non-linear multi-way relationships, spatiotemporal structures, and…

ICU mortality risk prediction is a tough yet important task. On one hand, due to the complex temporal data collected, it is difficult to identify the effective features and interpret them easily; on the other hand, good prediction can help…

Fully unsupervised topic models have found fantastic success in document clustering and classification. However, these models often suffer from the tendency to learn less-than-meaningful or even redundant topics when the data is biased…

Time series forecasting plays a central role in many real-world applications and has been extensively studied. Most existing approaches rely on deterministic models. However, real-world environments exhibit inherently uncertain and complex…

Factor analysis is broadly used as a powerful unsupervised machine learning tool for reconstruction of hidden features in recorded mixtures of signals. In the case of a linear approximation, the mixtures can be decomposed by a variety of…

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Over the last two decades, the Latent Position Model (LPM) has become a prominent tool to obtain model-based visualizations of networks. However, the geometric structure of the LPM is inherently symmetric, in the sense that outgoing and…

Recent advances in Large Language Models (LLMs) have demonstrated new possibilities for accurate and efficient time series analysis, but prior work often required heavy fine-tuning and/or ignored inter-series correlations. In this work, we…

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

Learning semantic-rich representations from raw unlabeled time series data is critical for downstream tasks such as classification and forecasting. Contrastive learning has recently shown its promising representation learning capability in…

We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Streamflow forecasting is key to effectively managing water resources and preparing for the occurrence of natural calamities being exacerbated by climate change. Here we use the concept of fast and slow flow components to create a new…

Nonnegative matrix factorization (NMF) is a standard linear dimensionality reduction technique for nonnegative data sets. In order to measure the discrepancy between the input data and the low-rank approximation, the Kullback-Leibler (KL)…

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…