Title
Fast Multivariate Spatio-temporal Analysis via Low Rank Tensor Learning.
Abstract
Accurate and efficient analysis of multivariate spatio-temporal data is critical in climatology, geology, and sociology applications. Existing models usually assume simple inter-dependence among variables, space, and time, and are computationally expensive. We propose a unified low rank tensor learning framework for multivariate spatio-temporal analysis, which can conveniently incorporate different properties in spatio-temporal data, such as spatial clustering and shared structure among variables. We demonstrate how the general framework can be applied to cokriging and forecasting tasks, and develop an efficient greedy algorithm to solve the resulting optimization problem with convergence guarantee. We conduct experiments on both synthetic datasets and real application datasets to demonstrate that our method is not only significantly faster than existing methods but also achieves lower estimation error.
Year
Venue
Field
2014
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 27 (NIPS 2014)
Convergence (routing),Mathematical optimization,Tensor,Spatio-Temporal Analysis,Multivariate statistics,Computer science,Greedy algorithm,Artificial intelligence,Cluster analysis,Optimization problem,Machine learning
DocType
Volume
ISSN
Conference
27
1049-5258
Citations 
PageRank 
References 
30
1.44
14
Authors
3
Name
Order
Citations
PageRank
Mohammad Taha Bahadori138319.60
Qi Yu218812.87
Yan Liu32551189.16