arXiv:2607. 13919v1 Announce Type: new Abstract: Nonnegative Matrix Factorization (NMF) is a fundamental tool in unsupervised learning, which approximates a nonnegative matrix by the product of two low-rank nonnegative factors.
By Damien Lesens, J\'er\'emy E. Cohen, Bora U\c{c}ar
arXiv:2606. 10085v1 Announce Type: new Abstract: Matrix-valued time series arise in a wide range of applications, such as spatio-temporal data from medical imaging and geophysics.
By Zhen Qin, Yang Chen
arXiv:2512.22282v2 Announce Type: replace-cross
Abstract: Across fields such as machine learning, social science, and geology, considerable attention has been given to models that factorize a nonnega...
By Qianqian Qi, Peter G. M. van der Heijden, Maarten A. Prins
arXiv:2603. 00968v2 Announce Type: replace-cross Abstract: The Nash-Sutcliffe efficiency ($\text{NSE}$) is a widely used, positively oriented relative measure for evaluating forecasts across multiple time series.
By Hristos Tyralis, Georgia Papacharalampous
arXiv:2608.28799v1 Announce Type: cross
Abstract: Separable nonnegative matrix factorization (SNMF) has been widely used for low-rank representation and clustering of nonnegative data, owing to its a...
By Matthew McCarver, Jing Qin
arXiv:2511. 07109v2 Announce Type: replace-cross Abstract: Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling.
By Junjun Pan, Valentin Leplat, Michael Ng, Nicolas Gillis
arXiv:2606.08560v2 Announce Type: replace-cross
Abstract: We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate...
By Jinyuan Chang, Guanglin Huang, Qiwei Yao, Long Yu
arXiv:2609.38058v1 Announce Type: cross
Abstract: Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on...
By Chlo\'e Hashimoto-Cullen, Amaury Durand, Laurent Bozzi, Benjamin Guedj, Yannig Goude, Sylvain Le Corff
arXiv:2510. 05589v3 Announce Type: replace-cross Abstract: Effective time series forecasting enables various real-world applications, benefiting from the proliferation of mobile devices.
By Kangjia Yan, Chenxi Liu, Hao Miao, Xinle Wu, Yan Zhao, Chenjuan Guo, Bin Yang
arXiv:2602. 02759v3 Announce Type: replace-cross Abstract: Despite the ubiquity of multiway data across scientific domains, there are few performant and user-friendly methods that fit non-standard nonnegative tensor factorization models tailored to the data at-hand.
By John Hood, Aaron Schein
arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.
By Wouter W. L. Nuijten, Esther G. van Pelt, Albert Podusenko, \.Ismail \c{S}en\"oz, Wouter M. Kouw
arXiv:2606. 07031v1 Announce Type: new Abstract: Self-supervised learning (SSL) for time-series representation learning is dominated by two paradigms: contrastive methods, which face challenges in constructing positive or negative pairs, and masking-based methods, which disrupt the temporal continuity of time-series signals.
By Jaehoon Lee, Sunghyun Sim