Corpus ID: 104292182

Time-Series Analysis via Low-Rank Matrix Factorization Applied to Infant-Sleep Data

@article{Liu2019TimeSeriesAV,
  title={Time-Series Analysis via Low-Rank Matrix Factorization Applied to Infant-Sleep Data},
  author={S. Liu and Mark Cheng and H. Brooks and Wayne E. Mackey and D. Heeger and E. Tabak and Carlos Fernandez-Granda},
  journal={ArXiv},
  year={2019},
  volume={abs/1904.04780}
}
  • S. Liu, Mark Cheng, +4 authors Carlos Fernandez-Granda
  • Published 2019
  • Computer Science, Mathematics
  • ArXiv
  • We propose a nonparametric model for time series with missing data based on low-rank matrix factorization. The model expresses each instance in a set of time series as a linear combination of a small number of shared basis functions. Constraining the functions and the corresponding coefficients to be nonnegative yields an interpretable low-dimensional representation of the data. A time-smoothing regularization term ensures that the model captures meaningful trends in the data, instead of… CONTINUE READING

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