Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 29 (NIPS 2016), pp. 847-855, 2016.
Time series prediction problems are becoming increasingly high-dimensional in modern applications, such as climatology and demand forecasting. For example, in the latter problem, the number of items for which demand needs to be forecast might be as large as 50,000. In addition, the data is generally noisy and full of missing values. Thus,...More
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