Online Joint Topology Identification and Signal Estimation From Streams With Missing Data
Online Joint Topology Identification and Signal Estimation From Streams With Missing Data
Identifying the topology underlying a set of time series is useful for tasks such as prediction, denoising, and data completion. Vector autoregressive (VAR) model-based topologies capture dependencies among time series and are often inferred from observed spatio-temporal data. When data are affected by noise and/or missing samples, topology identification and …