[1] Sen, R., Yu, H. F., & Dhillon, I. S. (2019). Think globally, act locally: A deep neural network approach to high-dimensional time series forecasting. Advances in neural information processing systems, 32.

[2] Yu, H. F., Rao, N., & Dhillon, I. S. (2016). Temporal regularized matrix factorization for high-dimensional time series prediction. Advances in neural information processing systems, 29.

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