相关论文: A Time-aware tensor decomposition for tracking evo…

Spatiotemporal predictive learning aims to generate future frames by learning from historical frames. In this paper, we investigate existing methods and present a general framework of spatiotemporal predictive learning, in which the spatial…

Accurate traffic prediction is crucial to the guidance and management of urban traffics. However, most of the existing traffic prediction models do not consider the computational burden and memory space when they capture spatial-temporal…

In many applications, it is of interest to study trends over time in relationships among categorical variables, such as age group, ethnicity, religious affiliation, political party and preference for particular policies. At each time point,…

Data summarization is the process of generating interpretable and representative subsets from a dataset. Existing time series summarization approaches often search for recurring subsequences using a set of manually devised similarity…

Neural collaborative filtering (NCF) and recurrent recommender systems (RRN) have been successful in modeling user-item relational data. However, they are also limited in their assumption of static or sequential modeling of relational data…

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

Portfolio allocation and risk management make use of correlation matrices and heavily rely on the choice of a proper correlation matrix to be used. In this regard, one important question is related to the choice of the proper sample period…

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

Training deep neural networks with spatio-temporal (i.e., 3D) or multidimensional convolutions of higher-order is computationally challenging due to millions of unknown parameters across dozens of layers. To alleviate this, one approach is…

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of…

We study the problems arising from modeling high-dimensional tensor-valued time series under a Tucker decomposition-based factor model with multiple structural change points. First, we propose an algorithm for detecting the multiple change…

We propose a novel framework for learning time-varying graphs from spatiotemporal measurements. Given an appropriate prior on the temporal behavior of signals, our proposed method can estimate time-varying graphs from a small number of…

Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Estimating the covariance structure of multivariate time series is a fundamental problem with a wide-range of real-world applications -- from financial modeling to fMRI analysis. Despite significant recent advances, current state-of-the-art…

Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex…

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Real-world time series data are often generated from several sources of variation. Learning representations that capture the factors contributing to this variability enables a better understanding of the data via its underlying generative…

We present an algorithm, AROFAC2, which detects the (CP-)rank of a degree 3 tensor and calculates its factorization into rank-one components. We provide generative conditions for the algorithm to work and demonstrate on both synthetic and…