奇异值分解（SVD）及其在时间序列分析中的应用——算法与问题研究

SINGULAR VALUE DECOMPOSITION(SVD) AND ITS APPLICATIONS IN TIME SERIES ANALYSIS——ALGORITHMS AND PROBLEMS STUDY

摘要: 本文综述奇异值分解（SVD）算法及其在时间序列分析应用中的最新研究成果，重点讨论基于SVD的各种算法及其内在联系．

Abstract: The latest research works about singular value decomposition(SVD)algorithm and its application in time series analysis are summarized.Various new algorithms,which are based on SVD,and their interrelationships are discussed.