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TrendTM: Trend of High-Dimensional Time Series Matrix Estimation
Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. Matrix factorization for multivariate time series analysis. Electronic journal of statistics, 13(2), 4346-4366 (2019).
Getting started
Browse package contents
Package details |
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| Author | Emilie Lebarbier [aut, cre], Nicolas Marie [aut], Amélie Rosier [aut, cre]. |
| Maintainer | Emilie Lebarbier <emilie.lebarbier@parisnanterre.fr> |
| License | GPL-3 |
| Version | 2.0.19 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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