Papers › Guaranteed Multidimensional Time Series Prediction via Deterministic Tensor Completion Theory

Guaranteed Multidimensional Time Series Prediction via Deterministic Tensor Completion Theory

26 Jan 2025arXiv:2501.15388archive 2025-07-28

Hao Shu, Jicheng Li, Yu Jin, Hailin Wang

In recent years, the prediction of multidimensional time series data has become increasingly important due to its wide-ranging applications. Tensor-based prediction methods have gained attention for their ability to preserve the inherent structure of such data. However, existing approaches, such as tensor autoregression and tensor decomposition, often have consistently failed to provide clear assertions regarding the number of samples that can be exactly predicted. While matrix-based methods using nuclear norms address this limitation, their reliance on matrices limits accuracy and increases computational costs when handling multidimensional data. To overcome these challenges, we reformulate multidimensional time series prediction as a deterministic tensor completion problem and propose a novel theoretical framework. Specifically, we develop a deterministic tensor completion theory and introduce the Temporal Convolutional Tensor Nuclear Norm (TCTNN) model. By convolving the multidimensional time series along the temporal dimension and applying the tensor nuclear norm, our approach identifies the maximum forecast horizon for exact predictions. Additionally, TCTNN achieves superior performance in prediction accuracy and computational efficiency compared to existing methods across diverse real-world datasets, including climate temperature, network flow, and traffic ride data. Our implementation is publicly available at https://github.com/HaoShu2000/TCTNN.

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Computational EfficiencyPredictionTensor DecompositionTime SeriesTime Series Prediction

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