A fast matrix autoregression algorithm based on Tucker decomposition for online prediction of nonlinear real-time taxi-hailing demand without pre-training
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2024.115660
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023.
"A test for Kronecker Product Structure covariance matrix,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020. "A Test for Kronecker Product Structure Covariance Matrix," Papers 2010.10961, arXiv.org, revised Jan 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Xu, Zhihao & Lv, Zhiqiang & Chu, Benjia & Li, Jianbo, 2024. "A Fast Spatial-temporal Information Compression algorithm for online real-time forecasting of traffic flow with complex nonlinear patterns," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
- Di Wang & Yao Zheng & Heng Lian & Guodong Li, 2022. "High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(539), pages 1338-1356, September.
- Liu, Zhao-Hua & Chen, Liang & Wei, Hua-Liang & Wu, Fa-Ming & Chen, Lei & Chen, Ya-Nan, 2023. "A Tensor-based domain alignment method for intelligent fault diagnosis of rolling bearing in rotating machinery," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
- Camehl, Annika, 2023. "Penalized estimation of panel vector autoregressive models: A panel LASSO approach," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1185-1204.
- Dajun Zhang & Xiaoning Wang & Ning Cao, 2022. "Optimization of Vocal Singing Training Methods Based on Multimedia Data Analysis," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-10, September.
- Sai Wang & Jianjun Wang & Chicheng Ma & Dongyi Li & Lu Cai, 2024. "The Real-Time Dynamic Prediction of Optimal Taxi Cruising Area Based on Deep Learning," Sustainability, MDPI, vol. 16(2), pages 1-23, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- S. Yaser Samadi & Wiranthe B. Herath, 2023. "Reduced-rank Envelope Vector Autoregressive Models," Papers 2309.12902, arXiv.org.
- Wang, Di & Zheng, Yao & Li, Guodong, 2024. "High-dimensional low-rank tensor autoregressive time series modeling," Journal of Econometrics, Elsevier, vol. 238(1).
- Chaleshtori, Amir Eshaghi & Aghaie, Abdollah, 2024. "A novel bearing fault diagnosis approach using the Gaussian mixture model and the weighted principal component analysis," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
- Wang, Ting & Ngoduy, Dong & Li, Ye & Lyu, Hao & Zou, Guojian & Dantsuji, Takao, 2024. "Koopman theory meets graph convolutional network: Learning the complex dynamics of non-stationary highway traffic flow for spatiotemporal prediction," Chaos, Solitons & Fractals, Elsevier, vol. 187(C).
- Xia, Pengcheng & Huang, Yixiang & Tao, Zhiyu & Liu, Chengliang & Liu, Jie, 2023. "A digital twin-enhanced semi-supervised framework for motor fault diagnosis based on phase-contrastive current dot pattern," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
- Alain Hecq & Ivan Ricardo & Ines Wilms, 2024. "Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach," Papers 2407.07973, arXiv.org.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Papers
2103.11371, arXiv.org, revised Oct 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Economics Series Working Papers 960, University of Oxford, Department of Economics.
- Mioara Chirita & George Chirita, 2024. "A Comprehensive Overview of Deep Learning for Algorithmic Pricing in Ride-Sharing Platforms," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 177-181.
- Kai Yang & Luan Zhao & Qian Hu & Wenshan Wang, 2024. "Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 1939-1963, October.
- Stefano DellaVigna & Guido Imbens & Woojin Kim & David M. Ritzwoller, 2025.
"Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation,"
NBER Working Papers
33716, National Bureau of Economic Research, Inc.
- Stefano DellaVigna & Guido Imbens & Woojin Kim & David M. Ritzwoller, 2025. "Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation," Papers 2504.13295, arXiv.org.
- Liu, Jianing & Cao, Hongrui & Luo, Yang, 2023. "An information-induced fault diagnosis framework generalizing from stationary to unknown nonstationary working conditions," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
- Xie, Derong & Chen, Hongli & Duan, Huiming, 2024. "A dynamic multivariate partial grey model based on the traffic flow parameter equation and its application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 656(C).
- He, Yong & Kong, Xinbing & Trapani, Lorenzo & Yu, Long, 2023. "One-way or two-way factor model for matrix sequences?," Journal of Econometrics, Elsevier, vol. 235(2), pages 1981-2004.
- Herath, H.M. Wiranthe B. & Samadi, S. Yaser, 2025. "Scaled envelope models for multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 205(C).
- Lai, Wei-Ting & Chen, Ray-Bing & Huang, Shih-Feng, 2025. "A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference," International Journal of Forecasting, Elsevier, vol. 41(1), pages 345-360.
- Feng, Lingbing & Qi, Jiajun & Lucey, Brian, 2024. "Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Pu, Dan & Fang, Kuangnan & Lan, Wei & Yu, Jihai & Zhang, Qingzhao, 2024. "Multivariate spatiotemporal models with low rank coefficient matrix," Journal of Econometrics, Elsevier, vol. 246(1).
- Chen, Pengfei & Zhao, Rongzhen & He, Tianjing & Wei, Kongyuan & Yuan, Jianhui, 2023. "A novel bearing fault diagnosis method based joint attention adversarial domain adaptation," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
More about this item
Keywords
Online prediction; Real-time taxi-hailing demand; Without pre-training;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012128. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.