Nonstationary Temporal Matrix Factorization for Multivariate Time Series Forecasting.
Xinyu ChenChengyuan ZhangXi-Le ZhaoNicolas SaunierLijun SunPublished in: CoRR (2022)
Keyphrases
- non stationary
- matrix factorization
- temporal evolution
- collaborative filtering
- recommender systems
- missing data
- multivariate time series
- low rank
- factorization methods
- autoregressive
- negative matrix factorization
- nonnegative matrix factorization
- adaptive algorithms
- random fields
- factor analysis
- data sparsity
- personalized ranking
- stochastic gradient descent
- variational bayesian
- probabilistic matrix factorization
- multiscale
- data matrix
- fractional brownian motion
- image classification
- factor matrices