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De-Hankelization of Singular Spectrum Analysis Matrices via L1 Norm Criterion.

Ziyin HuangBingo Wing-Kuen LingJialiang GuYuwei LiuYicong HuangChi-Kong Li
Published in: DSL (2018)
Keyphrases
  • singular spectrum analysis
  • complex valued
  • change point detection
  • support vector regression
  • data preprocessing
  • neural network
  • machine learning
  • artificial neural networks
  • text classification
  • non stationary