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This article proposes a new approach to modeling high-dimensional time series by treating a $p$-dimensional time series as a nonsingular linear transformation of certain common factors and idiosyncratic components. Unlike the approximate…

Methodology · Statistics 2020-12-15 Zhaoxing Gao , Ruey S. Tsay

AI-based methods have been widely applied to tourism demand forecasting. However, current AI-based methods are short of the ability to process long-term dependency, and most of them lack interpretability. The Transformer used initially for…

Machine Learning · Computer Science 2021-07-26 Siyuan Yi , Xing Chen , Chuanming Tang

We consider change-point latent factor models for high-dimensional time series, where a structural break may exist in the underlying factor structure. In particular, we propose consistent estimators for factor loading spaces before and…

Methodology · Statistics 2019-07-24 Xialu Liu , Ting Zhang

Real-time prediction plays a vital role in various control systems, such as traffic congestion control and wireless channel resource allocation. In these scenarios, the predictor usually needs to track the evolution of the latent…

Optimization and Control · Mathematics 2024-08-14 Zhenting Luan , Defeng Sun , Haoning Wang , Liping Zhang

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

This paper develops an inferential theory for state-varying factor models of large dimensions. Unlike constant factor models, loadings are general functions of some recurrent state process. We develop an estimator for the latent factors and…

Econometrics · Economics 2020-10-20 Markus Pelger , Ruoxuan Xiong

When designing new materials, it is often necessary to tailor the material design (with respect to its design parameters) to have some desired properties (e.g. Young's modulus). As the set of design parameters grow, the search space grows…

Machine Learning · Computer Science 2026-02-12 Shaan Pakala , Aldair E. Gongora , Brian Giera , Evangelos E. Papalexakis

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

Given a high-dimensional large-scale tensor, how can we decompose it into latent factors? Can we process it on commodity computers with limited memory? These questions are closely related to recommender systems, which have modeled rating…

Numerical Analysis · Computer Science 2015-07-14 Kijung Shin , U. Kang

Mining massive spatio-temporal data can help a variety of real-world applications such as city capacity planning, event management, and social network analysis. The tensor representation can be used to capture the correlation between space…

Machine Learning · Computer Science 2020-06-23 Jing Ma , Qiuchen Zhang , Joyce C. Ho , Li Xiong

Energy (load, wind, photovoltaic) forecasting is significant in the power industry as it can provide a reference for subsequent tasks such as power grid dispatch, thus bringing huge economic benefits. However, there are many differences…

Machine Learning · Computer Science 2024-10-07 Zhixian Wang , Qingsong Wen , Chaoli Zhang , Liang Sun , Leandro Von Krannichfeldt , Shirui Pan , Yi Wang

District Heating Systems are essential infrastructure for delivering heat to consumers across a geographic region sustainably, yet efficient management relies on optimizing diverse energy sources, such as wood, gas, electricity, and solar,…

The global increase in energy consumption and demand has forced many countries to transition into including more diverse energy sources in their electricity market. To efficiently utilize the available fuel resources, all energy sources…

Optimization and Control · Mathematics 2024-03-06 Razan A. H. Al-Lawati , Tasnim Ibn Faiz , Md. Noor-E-Alam

As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally,…

Machine Learning · Statistics 2017-09-26 Hossein Sangrody , Morteza Sarailoo , Ning Zhou , Nhu Tran , Mahdi Motalleb , Elham Foruzan

Mid-term and long-term electric energy demand prediction is essential for the planning and operations of the smart grid system. Mainly in countries where the power system operates in a deregulated environment. Traditional forecasting models…

Signal Processing · Electrical Eng. & Systems 2022-12-29 Yuting Ding , Di Wu , Yi He , Xin Luo , Song Deng

In recent years, the prediction of multidimensional time series data has become increasingly important due to its wide-ranging applications. Tensor-based prediction methods have gained attention for their ability to preserve the inherent…

Machine Learning · Computer Science 2025-01-28 Hao Shu , Jicheng Li , Yu Jin , Hailin Wang

Wind energy is a widely distributed, renewable, and environmentally friendly energy source that plays a crucial role in mitigating global warming and addressing energy shortages. Nevertheless, wind power generation is characterized by…

Machine Learning · Computer Science 2023-09-06 Meiyu Jiang , Jun Shen , Xuetao Jiang , Lihui Luo , Rui Zhou , Qingguo Zhou

Wind power is attracting increasing attention around the world due to its renewable, pollution-free, and other advantages. However, safely and stably integrating the high permeability intermittent power energy into electric power systems…

Machine Learning · Computer Science 2023-05-31 Yang Zhang , Lingbo Liu , Xinyu Xiong , Guanbin Li , Guoli Wang , Liang Lin

Tensor decomposition is a fundamental framework to analyze data that can be represented by multi-dimensional arrays. In practice, tensor data is often accompanied by temporal information, namely the time points when the entry values were…

Machine Learning · Computer Science 2022-07-07 Zheng Wang , Shandian Zhe

This paper exploits the Duration-of-Use of the demand patterns as a key concept for dealing with demand side flexibility. Starting from the consideration that fine-grained energy metering is not used at the point of supply of the…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Gianfranco Chicco , Andrea Mazza