Exact(15)
We consider the truncated trajectory matrices M formed by concatenating the individual trajectory matrices according to the MSSA approach.
Our work in this paper investigates different extensions of MC-based recovery by considering trajectory matrices and singular spectrum dictionaries.
Individual sensor measurements are transformed to trajectory matrices that are introduced to the proposed SS-MC framework.
Figure 1 presents a visual overview of the proposed reconstruction scheme, where incomplete trajectory matrices are recovered, providing accurate estimations of past and future measurements.
The SS-MC algorithm produces completed trajectory matrices that can be joined to generate a fully completed (past and future) measurement matrix.
While typical SSA considers the trajectory matrices associated with a single time series, the Multivariate Singular Spectrum Analysis (MSSA) method has been proposed for handling multiple time series [37 39].
Similar(45)
For the signal processing in the quaternion domain, the trajectory matrixes developed by embedding procedure of four channels are employed to generate the augmented trajectory matrix.
The sequence of these vectors is arranged into the trajectory matrix of size L-by-M.
Diagonal averaging aims at translating the recovered trajectory matrix into a time series according to.
Fig. 2 Example of the generative process of a real trajectory matrix from the Intel-Berkeley dataset.
In the basic SSA algorithm, the most time-consuming step is the spectral decomposition of the L × L matrix G (or of the L × K trajectory matrix S).
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