Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "13890"
#_source: array:26 [
"id" => "13890"
"slug" => "13890-matrix-factorization-for-multivariate-time-series-analysis"
"yearMonth" => "2019-11"
"year" => "2019"
"title" => "Matrix factorization for multivariate time series analysis"
"description" => "ALQUIER, P. et MARIE, N. (2019). Matrix factorization for multivariate time series analysis. <i>The Electronic Journal of Statistics</i>, 13(2), pp. 4346-4366. 
ALQUIER, P. et MARIE, N. (2019). Matrix factorization for multivariate time series analysis. <i>The "
"authors" => array:2 [
0 => array:3 [
"name" => "ALQUIER Pierre"
"bid" => "B00809923"
"slug" => "alquier-pierre"
]
1 => array:1 [
"name" => "MARIE Nicolas"
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Multivariate Time Series Analysis"
1 => "matrix Factorization"
2 => "random Matrices"
3 => "non-parametric Regression"
]
"updatedAt" => "2024-10-31 13:51:19"
"publicationUrl" => "https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-13/issue-2/Matrix-factorization-for-multivariate-time-series-analysis/10.1214/19-EJS1630.full https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-13/issue-2/Matrix-factori "
"publicationInfo" => array:3 [
"pages" => "4346-4366"
"volume" => "13"
"number" => "2"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent factors. However, little is known on the statistical performances of matrix factorization for time series. In this paper, we extend the results known for matrix estimation in the i.i.d setting to time series. Moreover, we prove that when the series exhibit some additional structure like periodicity or smoothness, it is possible to improve on the classical rates of convergence. Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series "
"en" => "Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent factors. However, little is known on the statistical performances of matrix factorization for time series. In this paper, we extend the results known for matrix estimation in the i.i.d setting to time series. Moreover, we prove that when the series exhibit some additional structure like periodicity or smoothness, it is possible to improve on the classical rates of convergence. Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series "
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-04-02T10:21:47.000Z"
"docTitle" => "Matrix factorization for multivariate time series analysis"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/alquier-pierre">ALQUIER Pierre</a>, MARIE Nicolas"
"docDescription" => "<span class="document-property-authors">ALQUIER Pierre, MARIE Nicolas</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2019</span> <span class="document-property-authors">ALQUIER Pierre, MARIE Nicolas</span><br><span class="documen "
"keywordList" => "<a href="#">Multivariate Time Series Analysis</a>, <a href="#">matrix Factorization</a>, <a href="#">random Matrices</a>, <a href="#">non-parametric Regression</a> <a href="#">Multivariate Time Series Analysis</a>, <a href="#">matrix Factorization</a>, <a href="#" "
"docPreview" => "<b>Matrix factorization for multivariate time series analysis</b><br><span>2019-11 | Articles </span> <b>Matrix factorization for multivariate time series analysis</b><br><span>2019-11 | Articles </span "
"docType" => "research"
"publicationLink" => "<a href="https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-13/issue-2/Matrix-factorization-for-multivariate-time-series-analysis/10.1214/19-EJS1630.full" target="_blank">Matrix factorization for multivariate time series analysis</a> <a href="https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-13/issue-2/Matri "
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.856291
+"parent": null
}
