Factor and Autoregressive Models for Tensor Time Series

Factor and autoregressive models for matrix and tensor valued time series. We provide functions for estimation, simulation and prediction. The models are discussed in Chen et al (2020) , Chen et al (2020) , and Han et al (2020) .


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Reference manual

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install.packages("tensorTS")

0.1.2 by Zebang Li, a month ago


https://github.com/zebang/tensorTS


Report a bug at https://github.com/ZeBang/tensorTS/issues


Browse source code at https://github.com/cran/tensorTS


Authors: Zebang Li [aut, cre] , Ruofan Yu [aut] , Rong Chen [aut] , Yuefeng Han [aut] , Han Xiao [aut] , Dan Yang [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports methods, stats, MASS, abind, Matrix, pracma, graphics

Depends on tensor, rTensor, expm


See at CRAN