Unlike PCA (maximum variance) or ICA (maximum independence), ForeCA finds components that are maximally forecastable. This makes it ideal for time series analysis where prediction is often the primary ...
Abstract: The latent factor analysis (LFA) model is an effective tool for extracting valuable information from high-dimensional and sparse (HiDS) matrices. However, traditional LFA usually suffers ...
Abstract: Many of today’s infrastructures, from transportation and healthcare to cloud computing and digital marketplaces, rely on algorithms that must act online, meaning they make decisions ...