Learning Linear Dynamical Systems from Multivariate Time Series: A Matrix Factorization Based Framework

Zitao Liu, Milos Hauskrecht. Learning Linear Dynamical Systems from Multivariate Time Series: A Matrix Factorization Based Framework. In Sanjay Chawla Venkatasubramanian, Wagner Meira Jr., editors, Proceedings of the 2016 SIAM International Conference on Data Mining, Miami, Florida, USA, May 5-7, 2016. pages 810-818, SIAM, 2016. [doi]

Abstract

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