# of historical periods | n=3 | n=5 |
SMA | 0.211 | 0.200 |
EWMA | 0.212 | 0.197 |
CP-APR-SMA (rank=10) | 0.207 | 0.196 |
CP-APR-SMA (rank=20) | 0.207 | 0.196 |
CP-APR-SMA (rank=30) | 0.211 | 0.197 |
CP-APR-EWMA (rank=10) | 0.217 | 0.198 |
CP-APR-EWMA (rank=20) | 0.212 | 0.203 |
CP-APR-EWMA (rank=30) | 0.217 | 0.207 |
NMTF-SMA (rank=10) | 0.282 | 0.350 |
NMTF-SMA (rank=20) | 0.286 | 0.351 |
NMTF-SMA (rank=30) | 0.286 | 0.350 |
NMTF-EWMA (rank=10) | 0.219 | 0.198 |
NMTF-EWMA (rank=20) | 0.220 | 0.217 |
NMTF-EWMA (rank=30) | 0.219 | 0.217 |
CP, CANDECOMP/PARAFAC; CP-APR, CP Alternating Poisson Regression; EWMA, Exponentially Weighted Moving Average; NMTF, Non-negative Multiple Tensor Factorisation; RMSE, root-mean-square error; SMA, simple moving average.