Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review.
Jonathan GillardKonstantin UsevichPublished in: CoRR (2022)
Keyphrases
- low rank approximation
- singular value decomposition
- low rank matrix approximation
- low rank
- subspace learning
- spectral clustering
- kernel matrix
- iterative algorithms
- reconstruction error
- nonnegative matrix factorization
- matrix completion
- dimensionality reduction
- convex optimization
- face recognition
- matrix factorization
- data sets
- latent semantic indexing
- learning algorithm
- missing data