Time-Varying Autoregression with Low-Rank Tensors
type: Item
instance of: scholarly article
title: Time-Varying Autoregression with Low-Rank Tensors
DOI: 10.1137/20M1338058
published in: SIAM Journal on Applied Dynamical Systems
publication date: 2021-12-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/1905.08389
Mathematics Subject Classification ID: 68Txx
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 37N30
Mathematics Subject Classification ID: 15A69
Mathematics Subject Classification ID: 47A80
zbMATH DE Number: 7444701
zbMATH Keywords: time series
zbMATH Keywords: tensor factorization
zbMATH Keywords: autoregression
zbMATH Keywords: data-driven model
Wikidata QID: Q114074199
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7444701