2 papers
stat.ME2024
Modeling large dimensional matrix time series with partially known and latent factors
Yongchang Hui, Yuteng Zhang, Siting Huang
This article considers to model large-dimensional matrix time series by introducing a regression term to the matrix factor model. This is an extension of classic matrix factor mode…
stat.ME2023
Multilevel Matrix Factor Model
Yuteng Zhang, Yongchang Hui, Junrong Song +1
Large-scale matrix data has been widely discovered and continuously studied in various fields recently. Considering the multi-level factor structure and utilizing the matrix struct…