Autoregressive models for matrix-valued time series
Rong Chen, Xiao Han, Dan Yang
Topics & Concepts
Autoregressive modelMatrix (chemical analysis)InterpretabilityAutoregressive integrated moving averageSeries (stratigraphy)MathematicsBilinear interpolationTime seriesApplied mathematicsAlgorithmComputer scienceMathematical optimizationEconometricsStatisticsArtificial intelligencePaleontologyMaterials scienceComposite materialBiologyStatistical Methods and InferenceComplex Systems and Time Series AnalysisBlind Source Separation Techniques