Time-Varying Autoregression with Low-Rank Tensors (Q5016785)
From MaRDI portal
scientific article; zbMATH DE number 7444701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Autoregression with Low-Rank Tensors |
scientific article; zbMATH DE number 7444701 |
Statements
Time-Varying Autoregression with Low-Rank Tensors (English)
0 references
14 December 2021
0 references
time series
0 references
tensor factorization
0 references
autoregression
0 references
data-driven model
0 references
0 references
