Data_Series

<p>A simulated matrix with a low rank k and with temporal structure based on independent Gaussian.</p>

datasets

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).

Emilie Lebarbier

TrendTM

Trend of High-Dimensional Time Series Matrix Estimation

Data_Series function

<p>A matrix with 30 rows (30 times series) and 100 columns (size of each temporal series).</p>

Data_Series: Example of data

Description

Usage

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Examples