Non-negative Matrix Factorization of a set of Economic Time Series with Graph Based Smoothing of Basis Vectors and Sparseness of the Coefficients.
Michiaki UedaYuichiro NomuraJun'ichi MiyaoTakio KuritaHiroshi YamadaPublished in: SMC (2020)
Keyphrases
- basis vectors
- negative matrix factorization
- constrained least squares
- nonnegative matrix factorization
- sparse representation
- linear combination
- feature space
- sparse coding
- basis functions
- training samples
- principal component analysis
- original data
- matrix factorization
- co occurrence
- dimensionality reduction
- data mining
- data points
- digital libraries