matlab code for tensor-valued time series forecasting and completion. The code includes two algorithms, DFT_L1 (Discrete Fourier Transform based L1 minimization) and CNNM (Convolution Nuclear Norm Minimization).
Please run the following three routines to get started:
demo_1Dtimeseries.m ---- a demo for 1D time serires forecasting
demo_imagecompletion.m ------- a demo for image completion
demo_videoprediction.m ------- a demo for video prediction, i.e., predicting the next q image frames of a given sequence of p frames.
Reference:
[1] Guangcan Liu, Wayne Zhang, Recovery of Future Data via Convolution Nuclear Norm Minimization, Arxiv, 2019