Matrix factorization for time series data

DOI10.13328/J.CNKI.JOS.004718MaRDI QIDQ2993256zbMATH OpenFDO

Authors Xiao-Yu Huang, Rong Pan, Lei Li, Bing Liang, Kang Chen, Wen-Xue Cai

Publication date 10 August 2016

Full work available at URL https://doi.org/10.13328/J.CNKI.JOS.004718

zbMATH Keywords

algorithmslow rank approximationmatrix factorizationmissing estimationprobabilistic graphical modeltime series data

Mathematics Subject Classification ID

Factorization of matrices (15A23) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Data structures (68P05) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Matrix factorization for evolution data
• Matrix factorization for multivariate time series analysis
• A dynamical system approach for continuous nonnegative matrix factorization
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
• Factor models for matrix-valued high-dimensional time series

Cited in

(5)

• Matrix factorization for evolution data
• Matrix factorization for multivariate time series analysis
• scientific article; zbMATH DE number 1057279 (Why is no real title available?)
• Computer Vision - ECCV 2004
• Supervised low-rank semi-nonnegative matrix factorization with frequency regularization for forecasting spatio-temporal data

This page was built for publication: Matrix factorization for time series data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2993256)