Model Agnostic Time Series Analysis via Matrix Estimation
نویسندگان
چکیده
منابع مشابه
Time Series Analysis via Matrix Estimation
We consider the task of interpolating and forecasting a time series in the presence of noise and missing data. As the main contribution of this work, we introduce an algorithm that transforms the observed time series into a matrix, utilizes singular value thresholding to simultaneously recover missing values and de-noise observed entries, and performs linear regression to make predictions. We a...
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ژورنال
عنوان ژورنال: ACM SIGMETRICS Performance Evaluation Review
سال: 2019
ISSN: 0163-5999
DOI: 10.1145/3376930.3376984