# of historical periods | n=3 | n=5 |
SMA | 0.835 | 0.900 |
EWMA | 0.835 | 0.900 |
CP-APR-SMA (rank=10) | 0.883 | 0.925 |
CP-APR-SMA (rank=20) | 0.893 | 0.917 |
CP-APR-SMA (rank=30) | 0.875 | 0.929 |
CP-APR-EWMA (rank=10) | 0.883 | 0.923 |
CP-APR-EWMA (rank=20) | 0.892 | 0.916 |
CP-APR-EWMA (rank=30) | 0.875 | 0.928 |
NMTF-SMA (rank=10) | 0.889 | 0.933 |
NMTF-SMA (rank=20) | 0.893 | 0.932 |
NMTF-SMA (rank=30) | 0.888 | 0.932 |
NMTF-EWMA (rank=10) | 0.880 | 0.915 |
NMTF-EWMA (rank=20) | 0.884 | 0.916 |
NMTF-EWMA (rank=30) | 0.880 | 0.916 |
AUC, area under the curve; CP, CANDECOMP/PARAFAC; CP-APR, CP Alternating Poisson Regression; EWMA, Exponentially Weighted Moving Average; NMTF, Non-negative Multiple Tensor Factorisation; SMA, simple moving average.