Multivariate Singular Spectrum Analysis: A Principled, Practical, and Performant Solution for Time Series Imputation and Forecasting

The analysis of multivariate time series data is of great interest across many domains, including cyber-physical systems, finance, retail, healthcare to name a few. A common goal across all of these domains is accurate imputation and forecasting of multivariate time series in the presence of noisy a...

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Chi tiết về thư mục
Tác giả chính: Alomar, Abdullah
Tác giả khác: Shah, Devavrat
Định dạng: Luận văn
Được phát hành: Massachusetts Institute of Technology 2022
Truy cập trực tuyến:https://hdl.handle.net/1721.1/140365