Matrix‐variate time series analysis: A brief review and some new developments

RS Tsay - International Statistical Review, 2024 - Wiley Online Library
This paper briefly reviews the recent research in matrix‐variate time series analysis,
discusses some new developments, especially for seasonal time series, and demonstrates …

Modelling matrix time series via a tensor CP-decomposition

J Chang, J He, L Yang, Q Yao - Journal of the Royal Statistical …, 2023 - academic.oup.com
We consider to model matrix time series based on a tensor canonical polyadic (CP)-
decomposition. Instead of using an iterative algorithm which is the standard practice for …

Multivariate spatiotemporal models with low rank coefficient matrix

D Pu, K Fang, W Lan, J Yu, Q Zhang - Journal of Econometrics, 2024 - Elsevier
Multivariate spatiotemporal data arise frequently in practical applications, often involving
complex dependencies across cross-sectional units, time points and multivariate variables …

On a matrix‐valued autoregressive model

SY Samadi, L Billard - Journal of Time Series Analysis, 2024 - Wiley Online Library
Many data sets in biology, medicine, and other biostatistical areas deal with matrix‐valued
time series. The case of a single univariate time series is very well developed in the …

TEAFormers: TEnsor-Augmented Transformers for Multi-Dimensional Time Series Forecasting

L Kong, E Chen, Y Chen, Y Han - arXiv preprint arXiv:2410.20439, 2024 - arxiv.org
Multi-dimensional time series data, such as matrix and tensor-variate time series, are
increasingly prevalent in fields such as economics, finance, and climate science. Traditional …

Time Series Generative Learning with Application to Brain Imaging Analysis

Z Li, S Wu, L Feng - arXiv preprint arXiv:2407.14003, 2024 - arxiv.org
This paper focuses on the analysis of sequential image data, particularly brain imaging data
such as MRI, fMRI, CT, with the motivation of understanding the brain aging process and …

Matrix-valued Time Series in High Dimension

N Bettache - 2024 - theses.hal.science
The objective of this thesis is to model matrix-valued time series in a high-dimensional
framework. To this end, the entire study is presented in a non-asymptotic framework. We first …

Determining The Number of Factors in Two-Way Factor Model of High-Dimensional Matrix-Variate Time Series: A White-Noise based Method for Serial Correlation …

Q Xia - arXiv preprint arXiv:2501.13614, 2025 - arxiv.org
In this paper, we study a new two-way factor model for high-dimensional matrix-variate time
series. To estimate the number of factors in this two-way factor model, we decompose the …

[PDF][PDF] Composition du Jury

A Tsybakov - 2024 - nayelbettache.github.io
The main motivation of this manuscript is to deepen our understanding of phenomena with a
temporal component. Most machine learning algorithms and high-dimensional statistical …

High-dimensional functional data/time series analysis: finite-sample theory, adaptive functional thresholding and prediction

Q Fang - 2022 - etheses.lse.ac.uk
Statistical analysis of high-dimensional functional data/times series arises in various
applications. Examples include different types of brain imaging data in neuroscience (Zhu et …