Structured low-rank matrix completion for forecasting in time series analysis
Year of publication: |
2018
|
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Authors: | Gillard, Jonathan ; Usevich, Konstantin |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 4, p. 582-597
|
Subject: | Hankel matrices | Low-rank matrix completion | Forecasting | Nuclear norm | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Lineare Algebra | Linear algebra |
Description of contents: | Description [doi.org] |
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