BHT-ARIMA
Code for paper: Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting (AAAI-20)
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A tensor decomposition-based time series forecasting algorithm, which tactically incorporates the unique advantages of Hankelization, low-rank Tucker decomposition and ARIMA into a unified framework. More details (including parameter settings) refer to the original paper.
Open Source Health
- Stars
- 106
- Forks
- 40
- License
- MIT
- Last commit
- 5 years ago
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HUAWEI Noah's Ark Lab
Working with and contributing to the open source community in data mining, artificial intelligence, and related fields
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