Multivariate Extrapolation: A Tensor-Based Approach

Tensor extrapolation attempts to integrate temporal link prediction and time series analysis using multi-linear algebra. It proceeds as follows. Multi-way data are arranged in the form of tensors, i.e., multi-dimensional arrays. Tensor decompositions are then used to retrieve periodic patterns in the data. Afterwards, these patterns serve as input for time series methods. However, previous approaches to tensor extrapolation are limited to special cases and typical applications of link prediction.