相关论文: Low-Rank Autoregressive Tensor Completion for Mult…

Motivated by Tucker tensor decomposition, this paper imposes low-rank structures to the column and row spaces of coefficient matrices in a multivariate infinite-order vector autoregression (VAR), which leads to a supervised factor model…

The objective of transfer learning is to enhance estimation and inference in a target data by leveraging knowledge gained from additional sources. Recent studies have explored transfer learning for independent observations in complex,…

Clustering temporal and dynamically changing multivariate time series from real-world fields, called temporal clustering for short, has been a major challenge due to inherent complexities. Although several deep temporal clustering…

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…

Spatiotemporal traffic data imputation is of great significance in intelligent transportation systems and data-driven decision-making processes. To perform efficient learning and accurate reconstruction from partially observed traffic data,…

In this paper we address the application of pre-processing techniques to multi-channel time series data with varying lengths, which we refer to as the alignment problem, for downstream machine learning. The misalignment of multi-channel…

Tensor classification is gaining importance across fields, yet handling partially observed data remains challenging. In this paper, we introduce a novel approach to tensor classification with incomplete data, framed within high-dimensional…

This paper studies the problem of time series forecasting (TSF) from the perspective of compressed sensing. First of all, we convert TSF into a more inclusive problem called tensor completion with arbitrary sampling (TCAS), which is to…

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…

Existing models for high-dimensional time series are overwhelmingly developed within the finite-order vector autoregressive (VAR) framework. However, the more flexible vector autoregressive moving averages (VARMA) have been much less…

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Errors are common in time series due to unreliable sensor measurements. Existing methods focus on univariate data but do not utilize the correlation between dimensions. Cleaning each dimension separately may lead to a less accurate result,…

In numerous settings, it is increasingly common to deal with longitudinal data organized as high-dimensional multi-dimensional arrays, also known as tensors. Within this framework, the time-continuous property of longitudinal data often…

Traffic speed is central to characterizing the fluidity of the road network. Many transportation applications rely on it, such as real-time navigation, dynamic route planning, and congestion management. Rapid advances in sensing and…

We propose an algorithm to impute and forecast a time series by transforming the observed time series into a matrix, utilizing matrix estimation to recover missing values and de-noise observed entries, and performing linear regression to…

Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Low-rank Matrix Completion (LRMC) describes the problem where we wish to recover missing entries of partially observed low-rank matrix. Most existing matrix completion work deals with sampling procedures that are independent of the…

Spatiotemporal traffic data (e.g., link speed/flow) collected from sensor networks can be organized as multivariate time series with additional spatial attributes. A crucial task in analyzing such data is to identify and detect anomalous…