Simple nuclear norm based algorithms for imputing missing data and forecasting in time series

DOI10.4310/SII.2017.v10.n1.a2zbMath1388.62247MaRDI QIDQ1748612

Xianqiang Yang

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

time series analysis; nuclear norm; structured low rank approximation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P99: Applications of statistics

65F35: Numerical computation of matrix norms, conditioning, scaling