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Paper · arXiv

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...

AuthorsZhen Qin, Yang Chen
Primary categorycs.LG
Published8 June 2026
Last updated at source8 June 2026
cs.LGeess.SPmath.OC
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