33 citations · 65 across the 8 of their papers we have counts for
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stat.ME2021
CP Factor Model for Dynamic Tensors
Yuefeng Han, Dan Yang, Cun-Hui Zhang +1
Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional str…
stat.ME2021
Simultaneous Decorrelation of Matrix Time Series
Yuefeng Han, Rong Chen, Cun-Hui Zhang +1
We propose a contemporaneous bilinear transformation for a matrix time series to alleviate the difficulties in modeling and forecasting matrix time series when and/…