论文标题

汉克尔低级别近似和时间序列分析和预测的完成:简短审查

Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review

论文作者

Gillard, Jonathan, Usevich, Konstantin

论文摘要

在本文中,我们提供了有关Hankel低级近似和完成工作的综述和书目,特别强调了如何将这种方法用于时间序列分析和预测。我们首先描述问题的可能表达,并就获得全球最佳解决方案的相关主题和挑战提供评论。提供了关键定理,并且纸张以一些说明性示例关闭。

In this paper we offer a review and bibliography of work on Hankel low-rank approximation and completion, with particular emphasis on how this methodology can be used for time series analysis and forecasting. We begin by describing possible formulations of the problem and offer commentary on related topics and challenges in obtaining globally optimal solutions. Key theorems are provided, and the paper closes with some expository examples.

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