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"SAMoSSA: Multivariate Singular Spectrum Analysis with Stochastic ..."

Abdullah Alomar et al. (2023)

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DOI: 10.48550/ARXIV.2305.16491

access: open

type: Informal or Other Publication

metadata version: 2023-06-07

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  - journals/corr/abs-2305-16491
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  - https://dblp.org/rec/journals/corr/abs-2305-16491
Abdullah Alomar, Munther A. Dahleh, Sean Mann, Devavrat Shah:
SAMoSSA: Multivariate Singular Spectrum Analysis with Stochastic Autoregressive Noise. CoRR abs/2305.16491 (2023)

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