相关论文: Optimal Latent Space Forecasting for Large Collect…

Multivariate time series forecasting with hierarchical structure is widely used in real-world applications, e.g., sales predictions for the geographical hierarchy formed by cities, states, and countries. The hierarchical time series (HTS)…

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Matrix-valued time series are ubiquitous in modern economics and finance, yet modeling them requires navigating a trade-off between flexibility and parsimony. We propose the Matrix Autoregressive model with Common Factors (MARCF), a unified…

Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data…

The matrix factorization (MF) technique has been widely adopted for solving the rating prediction problem in recommender systems. The MF technique utilizes the latent factor model to obtain static user preferences (user latent vectors) and…

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Distributed computing systems often consist of hundreds of nodes, executing tasks with different resource requirements. Efficient resource provisioning and task scheduling in such systems are non-trivial and require close monitoring and…

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…

This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…

This paper is concerned with online time series forecasting, where unknown distribution shifts occur over time, i.e., latent variables influence the mapping from historical to future observations. To develop an automated way of online time…

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data…

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Generalized latent factor analysis not only provides a useful latent embedding approach in statistics and machine learning, but also serves as a widely used tool across various scientific fields, such as psychometrics, econometrics, and…

In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…