“…The matrix can be described as a mathematical representation of the MTS whose samples are usually denoted as , where denotes the number of variables and denotes the total length of time. Making prediction on MTS plays a crucial role in the real world, especially the potential applications, such as traffic predictions, 2,3 crime predictions, 4,5 human action recognition, 6,7 and even COVID‐19 pandemics 8,9 . For example, forecasting traffic conditions can help decision‐makers better control traffic flow and thus reduce congestion 10 ; predicting stock index can help professional researchers and investors reap profits 11 …”