Model Agnostic Time Series Analysis via Matrix Estimation.
Anish AgarwalMuhammad Jehangir AmjadDevavrat ShahDennis ShenPublished in: Proc. ACM Meas. Anal. Comput. Syst. (2018)
Keyphrases
- parameter estimation
- statistical model
- probabilistic model
- mathematical model
- conceptual model
- computational model
- high level
- sensitivity analysis
- em algorithm
- least squares
- management system
- cost function
- objective function
- experimental data
- bayesian networks
- machine learning
- bayesian framework
- monte carlo simulation
- autoregressive