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) .


Reference manual

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0.1.2 by Zebang Li, 5 months ago


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