Structured Adaptive Tensor Prediction for Streaming Data
Researchers have introduced a new adaptive tensor regression framework designed for predicting streaming matrix-valued time series data. This framework includes Matrix-on-Matrix (MoM) and Tensor-on-Matrix (ToM) formulations, with the ToM model showing superior performance in terms of lower error and better denoising. The study also provides statistical guarantees for the ToM model's recovery capabilities under various structural assumptions. AI