Structured Adaptive Tensor Prediction for Streaming Data
Matrix-valued time series arise in a wide range of applications, such as spatio-temporal data from medical imaging and geophysics. Existing methods are mainly designed for static settings and lack adaptability to streaming and time-varying environments. Adaptive filtering techniques have also been largely limited to data with scalar or vector values, leaving adaptive forecasting for matrix-valued time series inadequately understood. To bridge these gaps, we develop an adaptive tensor regression framework that includes Matrix-on-Matrix (MoM) and Tensor-on-Matrix (ToM) formulations for streaming matrix-valued prediction. The two formulations differ in whether to directly model matrix-valued...
| Authors | Zhen Qin, Yang Chen |
|---|---|
| Primary category | cs.LG |
| Published | 8 June 2026 |
| Last updated at source | 8 June 2026 |
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