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Description

Trend of High-Dimensional Time Series Matrix Estimation.

Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. Matrix factorization for multivariate time series analysis. Electronic journal of statistics, 13(2), 4346-4366 (2019).
Metadata

Version

2.0.19

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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