High-dimensional low-rank tensor autoregressive time series modeling
Di Wang, Yao Zheng, Guodong Li
Topics & Concepts
Tensor (intrinsic definition)Matrix normEstimatorAutoregressive modelRank (graph theory)Coordinate descentSeries (stratigraphy)Time seriesMathematicsComputer scienceAlgorithmApplied mathematicsMathematical optimizationEconometricsStatisticsPhysicsCombinatoricsQuantum mechanicsPaleontologyEigenvalues and eigenvectorsBiologyPure mathematicsTensor decomposition and applicationsSparse and Compressive Sensing TechniquesAdvanced Neuroimaging Techniques and Applications