Related papers: Applying non-negative matrix factorization with co…

Referring back to the original text in the course of hierarchical learning is a common human trait that ensures the right direction of learning. The models developed based on the concept of Non-negative Matrix Factorization (NMF), in this…

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type,…

Non-negative Matrix Factorization (NMF) has proven to be a powerful unsupervised learning method for uncovering hidden features in complex and noisy data sets with applications in data mining, text recognition, dimension reduction, face…

Nonnegative matrix factorization (NMF) is a widely used linear dimensionality reduction technique for nonnegative data. NMF requires that each data point is approximated by a convex combination of basis elements. Archetypal analysis (AA),…

We propose a new variant of nonnegative matrix factorization (NMF), combining separability and sparsity assumptions. Separability requires that the columns of the first NMF factor are equal to columns of the input matrix, while sparsity…

We propose a novel methodology for forecasting spatio-temporal data using supervised semi-nonnegative matrix factorization (SSNMF) with frequency regularization. Matrix factorization is employed to decompose spatio-temporal data into…

Non-negative matrix factorization (NMF) has become a popular method for representing meaningful data by extracting a non-negative basis feature from an observed non-negative data matrix. Some of the unique features of this method in…

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Non-negative Matrix Factorization (NMF) is a useful method to extract features from multivariate data, but an important and sometimes neglected concern is that NMF can result in non-unique solutions. Often, there exist a Set of Feasible…

Motivated by the reconstruction and the prediction of electricity consumption, we extend Nonnegative Matrix Factorization~(NMF) to take into account side information (column or row features). We consider general linear measurement settings,…

High-dimensional vector autoregressive (VAR) models provide a flexible framework for characterizing dynamic dependence in multivariate spatio-temporal systems, but their unrestricted estimation becomes infeasible when multiple variables are…

Obtaining reliable estimates of conditional covariance matrices is an important task of heteroskedastic multivariate time series. In portfolio optimization and financial risk management, it is crucial to provide measures of uncertainty and…

The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR) framework for predicting and analysing developed region economic variables. We want to provide an easily accessible approach for the economy application…

Neural time-series analysis has traditionally focused on modeling data in the time domain, often with some approaches incorporating equivalent Fourier domain representations as auxiliary spectral features. In this work, we shift the main…

We propose a regularized factor-augmented vector autoregressive (FAVAR) model that allows for sparsity in the factor loadings. In this framework, factors may only load on a subset of variables which simplifies the factor identification and…

Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…

Multimorbidity, or the presence of several medical conditions in the same individual, has been increasing in the population, both in absolute and relative terms. However, multimorbidity remains poorly understood, and the evidence from…

Matrix time series, which consist of matrix-valued data observed over time, are prevalent in various fields such as economics, finance, and engineering. Such matrix time series data are often observed in high dimensions. Matrix factor…

Matrix valued time series (MaTS) and global vector autoregressive (GVAR) models both impose restrictions on the general VAR for multidimensional data sets, in order to bring down the number of parameters. Both models are motivated from a…