TrendTM (Q104211)
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Trend of High-Dimensional Time Series Matrix Estimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TrendTM |
Trend of High-Dimensional Time Series Matrix Estimation |
Statements
16 November 2023
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Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. Matrix factorization for multivariate time series analysis. Electronic journal of statistics, 13(2), 4346-4366 (2019).
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