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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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/140365 |