Modelling multiple time series via common factors
نویسندگان
چکیده
منابع مشابه
Unsupervised Transfer Learning for Time Series via Self-Predictive Modelling
Real-world machine learning applications must be able to adapt to systematic changes in the data, e.g. a new subject or sensor displacement. This can be seen as a form of transfer learning, where the goal is to reuse the old (source) model by adapting the new (target) data. This is a challenging task, if no labels for the target data are available. Here, we propose to use the structure of the s...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2008
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asn009