Efficient Online Prediction for High-Dimensional Time Series via Joint Tensor Tucker Decomposition

Zhenting Luan, Defeng Sun, Haoning Wang, Liping Zhang 0008. Efficient Online Prediction for High-Dimensional Time Series via Joint Tensor Tucker Decomposition. Journal of Machine Learning Research, 26, 2025. [doi]

@article{LuanSW025,
  title = {Efficient Online Prediction for High-Dimensional Time Series via Joint Tensor Tucker Decomposition},
  author = {Zhenting Luan and Defeng Sun and Haoning Wang and Liping Zhang 0008},
  year = {2025},
  url = {https://jmlr.org/papers/v26/24-1229.html},
  researchr = {https://researchr.org/publication/LuanSW025},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {26},
}