40 citations · 42 across the 5 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2024★ 1 cited
SARMA: Scalable Low-Rank High-Dimensional Autoregressive Moving Averages via Tensor Decomposition
Feiqing Huang, Kexin Lu, Yao Zheng
Existing models for high-dimensional time series are overwhelmingly developed within the finite-order vector autoregressive (VAR) framework. However, the more flexible vector autor…
stat.ME2023★ 1 cited
Supervised Factor Modeling for High-Dimensional Linear Time Series
Feiqing Huang, Kexin Lu, Guodong Li
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 autore…