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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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1 result for “MFSSA”
Multivariate Functional Singular Spectrum Analysis Over Different Dimensional Domainsstat.ME

MFSSA improves reconstruction accuracy of multivariate functional time series.

problem Improving reconstruction accuracy of multivariate functional time series.
method Developed MFSSA, a functional extension of MSSA, for different dimensional domains.
result Better reconstruction accuracy of MFTS signals using MFSSA compared to other methods.
MFSSAFunctional Time SeriesSingular Spectrum AnalysisReconstruction AccuracyMultivariate
2020-06-06abs ↗pdf ↗