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math.OC2024
Efficient Online Prediction for High-Dimensional Time Series via Joint Tensor Tucker Decomposition
Zhenting Luan, Defeng Sun, Haoning Wang +1
Real-time prediction plays a vital role in various control systems, such as traffic congestion control and wireless channel resource allocation. In these scenarios, the predictor u…
math.OC2024
Low-rank Tensor Autoregressive Predictor for Third-Order Time-Series Forecasting
Haoning Wang, Liping Zhang
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 squ…