Simple nuclear norm based algorithms for imputing missing data and forecasting in time series

DOI10.4310/SII.2017.V10.N1.A2zbMath1388.62247OpenAlexW2525732060MaRDI QIDQ1748612

Xianqiang Yang

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2017.v10.n1.a2

zbMATH Keywords

time series analysisnuclear normstructured low rank approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Numerical computation of matrix norms, conditioning, scaling (65F35)

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