This work proposes a novel approach for multiple time series forecasting. At first, multi-way delay embedding transform (MDT) is employed to represent time series as low-rank block Hankel tensors (BHT). Then, the higher-order tensors are projected to compressed core tensors by applying Tucker decomposition. At the same time, the generalized tensor Autoregressive Integrated Moving Average (ARIMA) is explicitly used on consecutive core tensors to predict future samples. In this manner, the proposed approach tactically incorporates the unique advantages of MDT tensorization (to exploit mutual correlations) and tensor ARIMA coupled with low-rank Tucker decomposition into a unified framework. This framework exploits the low-rank structure of block Hankel tensors in the embedded space and captures the intrinsic correlations among multiple TS, which thus can improve the forecasting results, especially for multiple short time series. Experiments conducted on three public datasets and two industrial datasets verify that the proposed BHT-ARIMA effectively improves forecasting accuracy and reduces computational cost compared with the state-of-the-art methods.
ABSTRACT:Feature selection and description is a key factor in classification of Earth observation data. In this paper a classification method based on tensor decomposition is proposed. First, multiple features are extracted from raw LiDAR point cloud, and raster LiDAR images are derived by accumulating features or the "raw" data attributes. Then, the feature rasters of LiDAR data are stored as a tensor, and tensor decomposition is used to select component features. This tensor representation could keep the initial spatial structure and insure the consideration of the neighborhood. Based on a small number of component features a k nearest neighborhood classification is applied.
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