The tensor auto‐regressive model

[1]  Rob J Hyndman,et al.  Forecasting Functions for Time Series and Linear Models [R package forecast version 8.13] , 2020 .

[2]  Martin T. Wells,et al.  rTensor: An R Package for Multidimensional Array (Tensor) Unfolding, Multiplication, and Decomposition , 2018 .

[3]  Han Liu,et al.  Provable sparse tensor decomposition , 2015, 1502.01425.

[4]  F. Petropoulos,et al.  Improving forecasting by estimating time series structural components across multiple frequencies , 2014 .

[5]  Lei Li,et al.  Multilinear Dynamical Systems for Tensor Time Series , 2013, NIPS.

[6]  Wilpen L. Gorr,et al.  Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis , 2013 .

[7]  Misha Elena Kilmer,et al.  Third-Order Tensors as Operators on Matrices: A Theoretical and Computational Framework with Applications in Imaging , 2013, SIAM J. Matrix Anal. Appl..

[8]  Misha Elena Kilmer,et al.  Facial Recognition Using Tensor-Tensor Decompositions , 2013, SIAM J. Imaging Sci..

[9]  Carla D. Martin,et al.  An Order-p Tensor Factorization with Applications in Imaging , 2013, SIAM J. Sci. Comput..

[10]  Hongtu Zhu,et al.  Tensor Regression with Applications in Neuroimaging Data Analysis , 2012, Journal of the American Statistical Association.

[11]  Dietrich von Rosen,et al.  The multilinear normal distribution: Introduction and some basic properties , 2013, J. Multivar. Anal..

[12]  M. Kilmer,et al.  Factorization strategies for third-order tensors , 2011 .

[13]  Haiping Lu,et al.  A survey of multilinear subspace learning for tensor data , 2011, Pattern Recognit..

[14]  Peter D. Hoff,et al.  Separable covariance arrays via the Tucker product, with applications to multivariate relational data , 2010, 1008.2169.

[15]  Tamara G. Kolda,et al.  Tensor Decompositions and Applications , 2009, SIAM Rev..

[16]  Robert L. Winkler,et al.  Simple robust averages of forecasts: Some empirical results , 2008 .

[17]  Siem Jan Koopman,et al.  Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices , 2007 .

[18]  M. Kenward,et al.  An Introduction to the Bootstrap , 2007 .

[19]  T. Kolda.  Multilinear operators for higher-order decompositions , 2006 .

[20]  M. Durbán,et al.  Generalized linear array models with applications to multidimensional smoothing , 2006 .

[21]  Philip Hans Franses,et al.  The M3 competition: Statistical tests of the results , 2005 .

[22]  Benito E. Flores,et al.  The use of an expert system in the M3 competition , 2000 .

[23]  Spyros Makridakis,et al.  The M3-Competition: results, conclusions and implications , 2000 .

[24]  Marcello Pagano,et al.  On Periodic and Multiple Autoregressions , 1978 .

[25]  R H Jones,et al.  Time series with periodic structure. , 1967, Biometrika.