Trend of High-Dimensional Time Series Matrix Estimation


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Documentation for package ‘TrendTM’ version 2.0.19

Help Pages

Data_Series Example of data
FM_kt It performs the factorization for a fixed rank k and a temporal structure with a fixed tau
OurSlope It performs the slope heuristic for the selection of a penalty constant
TrendTM Matrix Factorization for Multivariate Time Series Analysis