A study of singular spectrum analysis with global optimization techniques
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Publication:480832
DOI10.1007/s10898-013-0117-3zbMath1310.90089OpenAlexW2079549129WikidataQ57440734 ScholiaQ57440734MaRDI QIDQ480832
Moody T. Chu, Liqi Wang, Matthew M. Lin
Publication date: 11 December 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-013-0117-3
global optimizationtime seriesHankel operatorlow rank approximationsingular spectrum analysissemi-infinite matrixVandermonde factorization
Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)
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