4 papers
TailedTS: Benchmark Dataset for Heavy-Tailed Time Series Prediction and Periodicity Quantification
Xinyu Chen, HanQin Cai, Lijun Ding +1
We present TailedTS, a large-scale benchmark dataset derived from Wikipedia hourly page view observations throughout 2024, specifically designed to test time series forecasting mod…
A Unified Approach to Statistical Estimation Under Nonlinear Observations: Tensor Estimation and Matrix Factorization
Junren Chen, Lijun Ding, Dong Xia +1
We consider the estimation of some parameter living in a cone from the nonlinear observations of the form .…
Interpretable Time Series Autoregression for Periodicity Quantification
Xinyu Chen, Vassilis Digalakis, Lijun Ding +2
Time series autoregression (AR) is a classical tool for modeling auto-correlations and periodic structures in real-world systems. We revisit this model from an interpretable machin…
New Understandings and Computation on Augmented Lagrangian Methods for Low-Rank Semidefinite Programming
Lijun Ding, Haihao Lu, Jinwen Yang
Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs…