2 papers
stat.ME2026
Reduced-Rank Autoregressive Models for Matrix Time Series
Han Xiao, Yuefeng Han, Rong Chen +1
Matrix time series is a series of matrix data observed over time. Analytical tools for such time series is needed in many applications in finance, economics, engineering and many o…
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…