用傅里叶分解分离时间维度的平滑与波动,提升科学数据补全效率。
Fourier Low-rank and Sparse Tensor for Efficient Tensor Completion
- 在时间维做傅里叶变换,低频用低秩矩阵、高频用稀疏表示
- 参数量比传统管秩模型减少70%以上,时间维度越大优势越明显
- 适合处理含周期性与局部突变的时空数据,如气象、医学信号
张量补全是科学领域缺失数据问题的关键。传统低秩张量模型(如CP、Tucker、Tensor-Train)虽能利用低维结构恢复缺失值,但对各张量模态同等处理,难以捕捉科学数据中时间维度特有的低频稳定性与高频波动特征。为此,本文提出新型模型FLoST(Fourier Low-rank and Sparse Tensor),通过傅里叶变换在时间维进行分解:低频分量由低秩矩阵建模,高频波动由稀疏结构表示,形成混合结构以高效刻画平滑与局部变化。相比假设所有频率成分均低秩的管秩模型,FLoST参数量显著减少,计算效率更高,尤其在时间维度较大时优势突出。理论分析与实验证明,该方法在准确率与计算效率上均优于现有模型,为时空数据重建提供更可解释的解决方案。
原文摘要 · Abstract (English)
Tensor completion is crucial in many scientific domains with missing data problems. Traditional low-rank tensor models, including CP, Tucker, and Tensor-Train, exploit low-dimensional structures to recover missing data. However, these methods often treat all tensor modes symmetrically, failing to capture the unique spatiotemporal patterns inherent in scientific data, where the temporal component exhibits both low-frequency stability and high-frequency variations. To address this, we propose a novel model, \underline{F}ourier \underline{Lo}w-rank and \underline{S}parse \underline{T}ensor (FLoST), which decomposes the tensor along the temporal dimension using a Fourier transform. This approach captures low-frequency components with low-rank matrices and high-frequency fluctuations with sparsity, resulting in a hybrid structure that efficiently models both smooth and localized variations. Compared to the well-known tubal-rank model, which assumes low-rankness across all frequency components, FLoST requires significantly fewer parameters, making it computationally more efficient, particularly when the time dimension is large. Through theoretical analysis and empirical experiments, we demonstrate that FLoST outperforms existing tensor completion models in terms of both accuracy and computational efficiency, offering a more interpretable solution for spatiotemporal data reconstruction.
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