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]

@inproceedings{YuRD16,
  title = {Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction},
  author = {Hsiang-Fu Yu and Nikhil Rao and Inderjit S. Dhillon},
  year = {2016},
  url = {http://papers.nips.cc/paper/6160-temporal-regularized-matrix-factorization-for-high-dimensional-time-series-prediction},
  researchr = {https://researchr.org/publication/YuRD16},
  cites = {0},
  citedby = {0},
  pages = {847-855},
  booktitle = {Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain},
  editor = {Daniel D. Lee and Masashi Sugiyama and Ulrike V. Luxburg and Isabelle Guyon and Roman Garnett},
}