Transform-Based Multilinear Dynamical System for Tensor Time Series Analysis

no code implementations • 18 Nov 2018 • Weijun Lu, Xiao-Yang Liu, Qingwei Wu, Yue Sun, Anwar Walid

We propose a novel multilinear dynamical system (MLDS) in a transform domain, named $\mathcal{L}$-MLDS, to model tensor time series.

Time Series Time Series Analysis