Structured low-rank matrix completion for forecasting in time series analysis.
Jonathan GillardKonstantin UsevichPublished in: CoRR (2018)
Keyphrases
- matrix completion
- low rank
- low rank matrix approximation
- missing data
- convex optimization
- rank minimization
- low rank matrix
- linear combination
- matrix factorization
- semi supervised
- singular value decomposition
- high dimensional data
- kernel matrix
- collaborative filtering
- singular values
- norm minimization
- trace norm
- nuclear norm
- low rank matrices
- high order
- minimization problems
- nearest neighbor
- similarity measure