A sequential majorization method for approximating weighted time series of finite rank (Q1784720): Difference between revisions
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scientific article
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English | A sequential majorization method for approximating weighted time series of finite rank |
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A sequential majorization method for approximating weighted time series of finite rank (English)
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27 September 2018
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singular spectrum analysis
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time series of finite rank
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Hankel matrix
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majorization method
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alternating projection
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