A tensor singular value decomposition (t-SVD) based third-order time-series forecasting algorithm, which tactically incorporates the unique advantages of t-SVD and AR into a unified framework.
More details (including parameter settings) refer to the original paper.
Synthetic (SYN) dataset. The SYN dataset is a low-rank, third-order tensor time series that generated .More details refer to the original paper. We here select the first 80 time points to forecast the following 20 time points.
- Matlab
main.m