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Online Decentralized Leverage Score Sampling for Streaming Multidimensional Time Series

Estimating the dependence structure of multidimensional time series data in real-time is challenging. With large volumes of streaming data, the problem becomes more difficult when the multidimensional data are collected asynchronously across distributed nodes, which motivates us to sample representa...

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Détails bibliographiques
Publié dans:Proc Mach Learn Res
Auteurs principaux: Xie, Rui, Wang, Zengyan, Bai, Shuyang, Ma, Ping, Zhong, Wenxuan
Format: Artigo
Langue:Inglês
Publié: 2019
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Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC6556430/
https://ncbi.nlm.nih.gov/pubmed/31187096
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