Normalizing Kalman Filters for Multivariate Time Series Analysis
Emmanuel de Bézenac, Syama Sundar Rangapuram, Konstantinos Benidis, Michael Bohlke‐Schneider, Richard Kurle, Lorenzo Stella, Hilaf Hasson, Patrick Gallinari, Tim Januschowski
2020Neural Information Processing Systems65 citations
Topics & Concepts
Kalman filterSeries (stratigraphy)Computer scienceMultivariate statisticsTime seriesFast Kalman filterExtended Kalman filterStatisticsMathematicsArtificial intelligenceMachine learningGeologyPaleontologyTime Series Analysis and ForecastingComplex Systems and Time Series AnalysisTarget Tracking and Data Fusion in Sensor Networks