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TTS-Norm: Forecasting Tensor Time Series via Multi-Way Normalization

Published: 10 August 2023 Publication History

Abstract

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world applications. Compared to modeling time series or multivariate time series, which has received much attention and achieved tremendous progress in recent years, tensor time series has been paid less effort. However, properly coping with the TTS is a much more challenging task, due to its high-dimensional and complex inner structure. In this article, we start by revealing the structure of TTS data from afn statistical view of point. Then, in line with this analysis, we perform Tensor Time Series forecasting via a proposed Multi-way Normalization (TTS-Norm), which effectively disentangles multiple heterogeneous low-dimensional substructures from the original high-dimensional structure. Finally, we design a novel objective function for TTS forecasting, accounting for the numerical heterogeneity among different low-dimensional subspaces of TTS. Extensive experiments on two real-world datasets verify the superior performance of our proposed model.

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Published In

cover image ACM Transactions on Knowledge Discovery from Data
ACM Transactions on Knowledge Discovery from Data  Volume 18, Issue 1
January 2024
854 pages
EISSN:1556-472X
DOI:10.1145/3613504
Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 10 August 2023
Online AM: 26 June 2023
Accepted: 19 June 2023
Revised: 15 March 2023
Received: 01 November 2022
Published in TKDD Volume 18, Issue 1

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Author Tags

  1. Tensor time series forecasting
  2. representation learning
  3. normalization
  4. neural network

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  • National Key Research and Development Project
  • Guangdong Provincial Key Laboratory

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  • (2024)Forecasting Urban Agglomeration Air Quality: A Data-Driven Model With the Gaussian Decoupled Representation ExtractorIEEE Access10.1109/ACCESS.2024.351219912(183103-183116)Online publication date: 2024
  • (2024)Beyond point forecasts: Uncertainty quantification in tensor extrapolation for relational time series dataCommunications in Statistics: Case Studies, Data Analysis and Applications10.1080/23737484.2024.232917110:2(107-124)Online publication date: 19-Mar-2024

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