A novel approach for missing data prediction in coevolving time series

DOI10.1007/S00607-018-0668-8MaRDI QIDQ2218481zbMATH OpenOpenAlexFDO

Authors Xiaoxiang Song, Yan Guo, Peng Qian, Ning Li

Publication date 15 January 2021

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00607-018-0668-8

zbMATH Keywords

sparse Bayesian learningcompressive sensingcoevolving time seriesmissing data prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Missing data (62D10)

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Cites work

• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• 10.1162/15324430152748236
• Algorithms for simultaneous sparse approximation. I: Greedy pursuit
• Algorithms for simultaneous sparse approximation. II: Convex relaxation
• An Empirical Bayesian Strategy for Solving the Simultaneous Sparse Approximation Problem
• Bayesian Compressive Sensing Using Laplace Priors
• Joint Approximately Sparse Channel Estimation and Data Detection in OFDM Systems Using Sparse Bayesian Learning
• Pattern recognition and machine learning.
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Sparse solutions to linear inverse problems with multiple measurement vectors

Cited in

(2)

• Practical approach to prediction of plant technological parameters with missing data
• Incomplete time series prediction using max-margin classification of data with absent features

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Uses Software

• PRMLT

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