Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction

Hsiang-Fu Yu, Nikhil Rao, Inderjit S. Dhillon. Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction. In Daniel D. Lee, Masashi Sugiyama, Ulrike V. Luxburg, Isabelle Guyon, Roman Garnett, editors, Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain. pages 847-855, 2016. [doi]

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