mlsanityData to 7 Oct 2026

Factor Models for High-Dimensional Tensor Time Series

arXiv 1905.07530 ↗First posted 18 May 2019stat.ME math.ST stat.THcited by 20

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Abstract (arXiv)

Large tensor (multi-dimensional array) data are now routinely collected in a wide range of applications, due to modern data collection capabilities. Often such observations are taken over time, forming tensor time series. In this paper we present a factor model approach for analyzing high-dimensional dynamic tensor time series and multi-category dynamic transport networks. Two estimation procedures along with their theoretical properties and simulation results are presented. Two applications are used to illustrate the model and its interpretations.

Key facts. Cited by 20 papers in the map (data through 7 Oct 2026). First posted on arXiv 18 May 2019.

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Citing papers per year: 2021: 3; 2022: 2; 2023: 2; 2024: 5; 2025: 6; 2026: 2.

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  1. 2021Tensor Principal Component Analysis in High Dimensional CP Modelscited by 7
  2. 2024Factor Augmented Tensor-on-Tensor Neural Networkscited by 7
  3. 2021Modelling matrix time series via a tensor CP-decompositioncited by 5
  4. 2021Covariate-assisted Sparse Tensor Completioncited by 4
  5. 2023Multi-dimensional domain generalization with low-rank structurescited by 2
  6. 2025Guaranteed Multidimensional Time Series Prediction via Deterministic Tensor Completion Theorycited by 2
  7. 2022Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCAcited by 1
  8. 2023Econometrics of Machine Learning Methods in Economic Forecastingcited by 1
  9. 2024Tensor Methods in High Dimensional Data Analysis: Opportunities and Challengescited by 1
  10. 2024TEAFormers: TEnsor-Augmented Transformers for Multi-Dimensional Time Series Forecastingcited by 1
  11. 2022Factorized Fusion Shrinkage for Dynamic Relational Datacited by 0
  12. 2024Statistical Inference in Tensor Completion: Optimal Uncertainty Quantification and Statistical-to-Computational Gapscited by 0
8 more
  1. 2024Bivariate Matrix-valued Linear Regression (BMLR): Finite-sample performance under Identifiability and Sparsity Assumptionscited by 0
  2. 2025Sparsity-Induced Global Matrix Autoregressive Model with Auxiliary Network Datacited by 0
  3. 2025Score-Based Model for Low-Rank Tensor Recoverycited by 0
  4. 2025LRTuckerRep: Low-rank Tucker Representation Model for Multi-dimensional Data Completioncited by 0
  5. 2025Feature Augmentations for High-Dimensional Learningcited by 0
  6. 2025Exact Recovery of Non-Random Missing Multidimensional Time Series via Temporal Isometric Delay-Embedding Transformcited by 0
  7. 2026Are Whitepaper Claims Reflected in Market Structure? A Contamination-Aware Pipeline and a Power-Limited Nullcited by 0
  8. 2026Bayesian Poisson-Randomized Gamma Tensor Factorization with Application to International Trade Flowscited by 0