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Tensor Forecasting Functions

Kyle Caudle

Last update: 21 August 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.0

Description

A set of tools for forecasting the next step in a multidimensional setting using tensors. In the examples, a forecast is made of sea surface temperatures of a geographic grid (i.e. lat/long). Each observation is a matrix, the entries in the matrix and the sea surface temperature at a particular lattitude/longitude. Cates, J., Hoover, R. C., Caudle, K., Kopp, R., & Ozdemir, C. (2021) "Transform-Based Tensor Auto Regression for Multilinear Time Series Forecasting" in 2021 20th IEEE International Conference on Machine Learning and Applications (ICMLA) (pp. 461-466), IEEE <doi:10.1109/ICMLA52953.2021.00078>.

Cites work

• Transform-Based Tensor Auto Regression for Multilinear Time Series Forecasting

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