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LTAR (version 0.1.0)

Tensor Forecasting Functions

Description

A set of tools for forecasting the next step in a multidimensional setting using tensors. In the examples, a forecast is made of sea surface temperatures of a geographic grid (i.e. lat/long). Each observation is a matrix, the entries in the matrix and the sea surface temperature at a particular lattitude/longitude. Cates, J., Hoover, R. C., Caudle, K., Kopp, R., & Ozdemir, C. (2021) "Transform-Based Tensor Auto Regression for Multilinear Time Series Forecasting" in 2021 20th IEEE International Conference on Machine Learning and Applications (ICMLA) (pp. 461-466), IEEE .

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Version

Install

install.packages('LTAR')

Monthly Downloads

9

Version

0.1.0

License

GPL-3

Maintainer

Kyle A Caudle

Last Published

August 21st, 2023

Functions in LTAR (0.1.0)

tensor

Sea Surface Temperatures
LTAR

Tensor Autoregression (TAR) Model
LTARpred

Forecast for a 3D Tensor Autoregression Model
err

Forecast error calculations
Ltrans

Tensor Transformation