Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review

Gillard, Jonathan ORCID: https://orcid.org/0000-0001-9166-298X and Usevich, Konstantin 2023. Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review. Statistics and Its Interface 16 (2) , pp. 287-303. 10.4310/22-SII735

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Abstract

In this paper we offer a review and bibliography of work on Hankel low-rank approximation and completion, with particular emphasis on how this methodology can be used for time series analysis and forecasting.We begin by describing possible formulations of the problem and offer commentary on related topics and challenges in obtaining globally optimal solutions. Key theorems are provided, and the paper closes with some expository examples. Keywords

Item Type:	Article
Date Type:	Published Online
Status:	Published
Schools:	Mathematics
Publisher:	International Press
ISSN:	1938-7989
Date of First Compliant Deposit:	18 April 2023
Date of Acceptance:	1 April 2022
Last Modified:	04 May 2023 07:22
URI:	https://orca.cardiff.ac.uk/id/eprint/158924

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