Spatially multi-scale dynamic factor modeling via sparse estimation

In many spatio-temporal data, their spatial variations have inherent global and local structures. The spatially continuous dynamic factor model (SCDFM) decomposes the spatio-temporal data into a small number of spatial and temporal variations, where the spatial variations are represented by the fact...

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Veröffentlicht in:	International journal of mathematics for industry (Online) 2019-12, Vol.11 (1), p.1950005-1-1950005-14
Hauptverfasser:	Araki, Takamitsu, Akaho, Shotaro
Format:	Artikel
Sprache:	eng
Schlagworte:	adaptive graph lasso block coordinate descent algorithm dynamic factor model em algorithm Original Article spatially multiscale structure
Online-Zugang:	Volltext
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