Online Forecasting Matrix Factorization

DOI10.1109/TSP.2018.2889982zbMath1414.62393arXiv1712.08734OpenAlexW2963444388MaRDI QIDQ4628275

San Gultekin, John Paisley

Publication date: 6 March 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.08734

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

Matrix factorization for multivariate time series analysis

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