{"id":"https://openalex.org/W4289104893","doi":"https://doi.org/10.1145/3287319","title":"Model Agnostic Time Series Analysis via Matrix Estimation","display_name":"Model Agnostic Time Series Analysis via Matrix Estimation","publication_year":2018,"publication_date":"2018-12-21","ids":{"openalex":"https://openalex.org/W4289104893","doi":"https://doi.org/10.1145/3287319"},"language":"en","primary_location":{"id":"doi:10.1145/3287319","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3287319","pdf_url":null,"source":{"id":"https://openalex.org/S4210193547","display_name":"Proceedings of the ACM on Measurement and Analysis of Computing Systems","issn_l":"2476-1249","issn":["2476-1249"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the ACM on Measurement and Analysis of Computing Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5038657171","display_name":"Anish Agarwal","orcid":"https://orcid.org/0000-0003-3919-479X"},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Anish Agarwal","raw_affiliation_strings":["Massachusetts Institute of Technology, Cambridge, MA, USA"],"affiliations":[{"raw_affiliation_string":"Massachusetts Institute of Technology, Cambridge, MA, USA","institution_ids":["https://openalex.org/I63966007"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035593501","display_name":"Muhammad Jehangir Amjad","orcid":null},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Muhammad Jehangir Amjad","raw_affiliation_strings":["Massachusetts Institute of Technology, Cambridge, MA, USA"],"affiliations":[{"raw_affiliation_string":"Massachusetts Institute of Technology, Cambridge, MA, USA","institution_ids":["https://openalex.org/I63966007"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029499294","display_name":"Devavrat Shah","orcid":"https://orcid.org/0000-0003-0737-3259"},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Devavrat Shah","raw_affiliation_strings":["Massachusetts Institute of Technology, Cambridge, MA, USA"],"affiliations":[{"raw_affiliation_string":"Massachusetts Institute of Technology, Cambridge, MA, USA","institution_ids":["https://openalex.org/I63966007"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089100336","display_name":"Dennis Shen","orcid":"https://orcid.org/0009-0004-4721-0416"},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Dennis Shen","raw_affiliation_strings":["Massachusetts Institute of Technology, Cambridge, MA, USA"],"affiliations":[{"raw_affiliation_string":"Massachusetts Institute of Technology, Cambridge, MA, USA","institution_ids":["https://openalex.org/I63966007"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5038657171"],"corresponding_institution_ids":["https://openalex.org/I63966007"],"apc_list":null,"apc_paid":null,"fwci":3.8069,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.94309983,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":98},"biblio":{"volume":"2","issue":"3","first_page":"1","last_page":"39"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9624000191688538,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11325","display_name":"Inertial Sensor and Navigation","score":0.9416999816894531,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hankel-matrix","display_name":"Hankel matrix","score":0.5919084548950195},{"id":"https://openalex.org/keywords/singular-value-decomposition","display_name":"Singular value decomposition","score":0.524706244468689},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5193494558334351},{"id":"https://openalex.org/keywords/singular-spectrum-analysis","display_name":"Singular spectrum analysis","score":0.517099142074585},{"id":"https://openalex.org/keywords/matrix-completion","display_name":"Matrix completion","score":0.5112214088439941},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.5074512362480164},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49488919973373413},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4698048233985901},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4479500651359558},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4137144684791565},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22742962837219238}],"concepts":[{"id":"https://openalex.org/C25023664","wikidata":"https://www.wikidata.org/wiki/Q1575637","display_name":"Hankel matrix","level":2,"score":0.5919084548950195},{"id":"https://openalex.org/C22789450","wikidata":"https://www.wikidata.org/wiki/Q420904","display_name":"Singular value decomposition","level":2,"score":0.524706244468689},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5193494558334351},{"id":"https://openalex.org/C136272165","wikidata":"https://www.wikidata.org/wiki/Q4048889","display_name":"Singular spectrum analysis","level":3,"score":0.517099142074585},{"id":"https://openalex.org/C2778459887","wikidata":"https://www.wikidata.org/wiki/Q6787865","display_name":"Matrix completion","level":3,"score":0.5112214088439941},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.5074512362480164},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49488919973373413},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4698048233985901},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4479500651359558},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4137144684791565},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22742962837219238},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3287319","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3287319","pdf_url":null,"source":{"id":"https://openalex.org/S4210193547","display_name":"Proceedings of the ACM on Measurement and Analysis of Computing Systems","issn_l":"2476-1249","issn":["2476-1249"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the ACM on Measurement and Analysis of Computing Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.49000000953674316,"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16"}],"awards":[{"id":"https://openalex.org/G2571358185","display_name":null,"funder_award_id":"CMMI-1462158","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G3075400513","display_name":null,"funder_award_id":"NSF CMMI","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G3749628716","display_name":"Learning Graphical Models: Hardness and Tractability","funder_award_id":"1462158","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G4424645339","display_name":null,"funder_award_id":"CMMI-1634259","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5954070948","display_name":null,"funder_award_id":"CMMI-","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6894402473","display_name":null,"funder_award_id":"Fellowship","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8424659554","display_name":"Revenue Management For Enterprise Users of Cloud Infrastructure","funder_award_id":"1634259","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320324161","display_name":"Korea Advanced Institute of Science and Technology","ror":"https://ror.org/05apxxy63"},{"id":"https://openalex.org/F4320337391","display_name":"Division of Civil, Mechanical and Manufacturing Innovation","ror":"https://ror.org/028yd4c30"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1963718895","https://openalex.org/W1996023858","https://openalex.org/W2007321142","https://openalex.org/W2036317923","https://openalex.org/W2057990756","https://openalex.org/W2099210013","https://openalex.org/W2102426343","https://openalex.org/W2105934661","https://openalex.org/W2118633451","https://openalex.org/W2119546029","https://openalex.org/W2132119275","https://openalex.org/W2133762042","https://openalex.org/W2134332047","https://openalex.org/W2144730813","https://openalex.org/W2151223736","https://openalex.org/W2155630722","https://openalex.org/W2171573637","https://openalex.org/W2219655028","https://openalex.org/W2403659767","https://openalex.org/W2616032753","https://openalex.org/W2770109286","https://openalex.org/W2962725216","https://openalex.org/W2963943660","https://openalex.org/W2964200481","https://openalex.org/W3010434925","https://openalex.org/W3101788906","https://openalex.org/W3103380172","https://openalex.org/W4231057675","https://openalex.org/W4232129301","https://openalex.org/W4234550579","https://openalex.org/W4239199982"],"related_works":["https://openalex.org/W1997246199","https://openalex.org/W2024695206","https://openalex.org/W2038097457","https://openalex.org/W2150699280","https://openalex.org/W3170087444","https://openalex.org/W1972973662","https://openalex.org/W2971803000","https://openalex.org/W4376255614","https://openalex.org/W2253734741","https://openalex.org/W3013553788"],"abstract_inverted_index":{"We":[0],"propose":[1],"an":[2],"algorithm":[3,152,224,269],"to":[4,23,35,84,98,130,161,183,192],"impute":[5],"and":[6,27,31,81,93,137,139,167,194,262],"forecast":[7],"a":[8,18,45,52,86,104,112,197,199,209,233,239],"time":[9,15,59,78,90,165],"series":[10,16,60,79,91],"by":[11],"transforming":[12],"the":[13,39,57,69,77,120,141,163,168,172,185,205,215,247,278],"observed":[14,29],"into":[17],"matrix,":[19],"utilizing":[20],"matrix":[21,61,94,106,114,126,234,242],"estimation":[22,235,243],"recover":[24,184],"missing":[25,281],"values":[26],"de-noise":[28],"entries,":[30],"performing":[32],"linear":[33],"regression":[34,226,249],"make":[36],"predictions.":[37],"At":[38],"core":[40],"of":[41,55,144,150,178,208,254,280,288],"our":[42,145,151,179,222,230,268],"analysis":[43,92,134],"is":[44,62,102,116,153,156,218],"representation":[46],"result,":[47],"which":[48,251],"states":[49,187],"that":[50,154,214,267],"for":[51,135],"large":[53],"class":[54],"models,":[56],"transformed":[58],"(approximately)":[63],"low-rank.":[64],"In":[65],"effect,":[66],"this":[67,100],"generalizes":[68],"widely":[70],"used":[71],"Singular":[72],"Spectrum":[73],"Analysis":[74],"(SSA)":[75],"in":[76,119,171,256,277],"literature,":[80],"allows":[82,128,181],"us":[83,129,182],"establish":[85],"rigorous":[87],"link":[88,101],"between":[89],"estimation.":[95],"The":[96,174],"key":[97],"establishing":[99],"constructing":[103],"Page":[105],"with":[107,159,227,238],"non-overlapping":[108],"entries":[109],"rather":[110],"than":[111],"Hankel":[113],"as":[115,283,285],"commonly":[117],"done":[118],"literature":[121],"(e.g.,":[122],"SSA).":[123],"This":[124],"particular":[125],"structure":[127],"provide":[131],"finite":[132],"sample":[133],"imputation":[136],"prediction,":[138],"prove":[140],"asymptotic":[142],"consistency":[143],"method.":[146],"Another":[147],"salient":[148],"feature":[149],"it":[155],"model":[157],"agnostic":[158,176],"respect":[160],"both":[162],"underlying":[164,216],"dynamics":[166],"noise":[169,175],"distribution":[170],"observations.":[173],"property":[177],"approach":[180,231],"latent":[186],"when":[188],"only":[189],"given":[190],"access":[191],"noisy":[193,228],"partial":[195],"observations":[196],"la":[198],"Hidden":[200],"Markov":[201],"Model;":[202],"e.g.,":[203],"recovering":[204],"time-varying":[206],"parameter":[207],"Poisson":[210],"process":[211,217],"without":[212],"knowing":[213],"Poisson.":[219],"Furthermore,":[220],"since":[221],"forecasting":[223],"requires":[225],"features,":[229],"suggests":[232],"based":[236],"method-coupled":[237],"novel,":[240],"non-standard":[241],"error":[244],"metric-to":[245],"solve":[246],"error-in-variable":[248],"problem,":[250],"could":[252],"be":[253],"interest":[255],"its":[257],"own":[258],"right.":[259],"Through":[260],"synthetic":[261],"real-world":[263],"datasets,":[264],"we":[265],"demonstrate":[266],"outperforms":[270],"standard":[271],"software":[272],"packages":[273],"(including":[274],"R":[275],"libraries)":[276],"presence":[279],"data":[282],"well":[284],"high":[286],"levels":[287],"noise.":[289]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2}],"updated_date":"2026-04-10T15:06:20.359241","created_date":"2025-10-10T00:00:00"}