High-dimensional low-rank three-way tensor autoregressive time series predictor

Recently, tensor time-series forecasting has gained increasing attention, whose core requirement is how to perform dimensionality reduction. In this paper, we establish a least square optimization model by combining tensor singular value decomposition (t-SVD) with autoregression (AR) to forecast thi...

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Vydané v:	Expert systems with applications Ročník 299; s. 130104
Hlavní autori:	Wang, Haoning, Zhang, Liping
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 01.03.2026
Predmet:	Alternating minimization algorithm Autoregression Tensor singular value decomposition Tensor time series forecasting Autoregression Tensor singular value decomposition Tensor time series forecasting Alternating minimization algorithm
ISSN:	0957-4174
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