An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series.

Kenji Kume Naoko Nose-Togawa

Published in: Adv. Data Sci. Adapt. Anal. (2018)

Keyphrases

decomposition algorithm
decomposition method
working set
real valued time series
dynamic time warping
equality constraints
working set selection
steady state
stock market
recognition algorithm
multivariate time series
decomposition methods